  The reliability and precision of numerically solving stochastic non-Markovian
equations by standard numerical codes, more specifically, with the fourth-order
Runge-Kutta routine for solving differential equations, is gauged by comparing
the results obtained from analytical solutions for the equations. The results
for different prescriptions for transforming the non-Markovian equations in a
system of Markovian ones are compared so to check the reliability of the
numerical method.
