Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (Q2572404)
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| Language | Label | Description | Also known as |
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| English | Numerical solution of conservative finite-dimensional stochastic Schrödinger equations |
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Numerical solution of conservative finite-dimensional stochastic Schrödinger equations (English)
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8 November 2005
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The author develops a Euler-exponential scheme of weak order 1 for general globally Lipschitz SDEs. The scheme is adapted to some finite-dimensional stochastic Schrödinger equations which are locally Lipschitz SDEs.
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globally and locally Lipschitz conditions
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Euler-exponential schemes
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weak numerical methods
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