  The efficient simulation of models defined in terms of stochastic
differential equations (SDEs) depends critically on an efficient integration
scheme. In this article, we investigate under which conditions the integration
schemes for general SDEs can be derived using the Trotter expansion. It follows
that, in the stochastic case, some care is required in splitting the stochastic
generator. We test the Trotter integrators on an energy-conserving Brownian
model and derive a new numerical scheme for dissipative particle dynamics. We
find that the stochastic Trotter scheme provides a mathematically correct and
easy-to-use method which should find wide applicability.
