Numerical Simulation of the Phase Transition Second Order in Condenced Matter

Stochastic differential Ito-Stratonovich equation (SDE) with non-linear coefficients are applied to the computer plasmas and condenced matter simulation models. The FokkerPlanck equations (FP) are solved under condition that its stochastic analog is Markovian stochastic process. It is possible to generalize the computer simulation method on the non Markovian case. The algorithms of solving as well as the results of numerical simulation are presented for SDE systems applied in description of phase transition in ferroelectrics and superconductors.