A Newton-Cotes method for quantum stochastic differential equations (Q2383768)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Newton-Cotes method for quantum stochastic differential equations |
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A Newton-Cotes method for quantum stochastic differential equations (English)
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19 September 2007
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The paper presents an implicit Simpson rule for the numerical integration of quantum stochastic differential equations. Convergence results and examples are given. The case of Lipschitz quantum stochastic differential equations is studied in detail.
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quantum stochastic differential equations
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Simpson rule
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numerical examples
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Newton Cotes method
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convergence
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