Numerical solution of conservative finite-dimensional stochastic Schrödinger equations

DOI10.1214/105051605000000403zbMath1083.60058arXivmath/0508490OpenAlexW3104162714MaRDI QIDQ2572404

Carlos M. Mora

Publication date: 8 November 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0508490

zbMATH Keywords

Euler-exponential schemesglobally and locally Lipschitz conditionsweak numerical methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (8)

REGULARITY OF SOLUTIONS TO LINEAR STOCHASTIC SCHRÖDINGER EQUATIONS ⋮ A weak local linearization scheme for stochastic differential equations with multiplicative noise ⋮ Regularity of solutions to quantum master equations: A stochastic approach ⋮ Numerical solution of stochastic quantum master equations using stochastic interacting wave functions ⋮ First-order weak balanced schemes for stochastic differential equations ⋮ Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions ⋮ Strong convergence analysis of the stochastic exponential Rosenbrock scheme for the finite element discretization of semilinear SPDEs driven by multiplicative and additive noise ⋮ A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise

Uses Software

• RODAS

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