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Remarks on the numerical solution of Langevin equations on unitary group spaces - MaRDI portal

Remarks on the numerical solution of Langevin equations on unitary group spaces (Q1330624)

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scientific article; zbMATH DE number 609707
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Remarks on the numerical solution of Langevin equations on unitary group spaces
scientific article; zbMATH DE number 609707

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    Remarks on the numerical solution of Langevin equations on unitary group spaces (English)
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    21 July 1994
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    Langevin equations
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    unitary group spaces
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    Stratonovich type stochastic differential equations
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    two-stage Runge-Kutta algorithm
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