Remarks on the numerical solution of Langevin equations on unitary group spaces

DOI10.1016/0010-4655(88)90170-1zbMath0798.65131OpenAlexW2030816937MaRDI QIDQ1330624

H. Gausterer, S. Sanielevici

Publication date: 21 July 1994

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0010-4655(88)90170-1

zbMATH Keywords

Langevin equationsStratonovich type stochastic differential equationstwo-stage Runge-Kutta algorithmunitary group spaces

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

How does Gauge Cooling Stabilize Complex Langevin?

Cites Work

• Handbook of stochastic methods for physics, chemistry and the natural sciences
• Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
• Unnamed Item

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