  Efficient and accurate integration of stochastic (partial) differential
equations with multiplicative noise can be obtained through a split-step
scheme, which separates the integration of the deterministic part from that of
the stochastic part, the latter being performed by sampling exactly the
solution of the associated Fokker-Planck equation. We demonstrate the
computational power of this method by applying it to most absorbing phase
transitions for which Langevin equations have been proposed. This provides
precise estimates of the associated scaling exponents, clarifying the
classification of these nonequilibrium problems, and confirms or refutes some
existing theories.
