Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups
DOI10.1090/S0025-5718-03-01595-3zbMath1063.60098MaRDI QIDQ4813589
Publication date: 13 August 2004
Published in: Mathematics of Computation (Search for Journal in Brave)
rate of convergenceweak convergenceGalerkin methodstochastic partial differential equationsnumerical approximationquantum dynamical semigroupstochastic evolution equationquantum master equationexplicit Euler methodsimulation of quantum systems
Probabilistic models, generic numerical methods in probability and statistics (65C20) Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic stability in control theory (93E15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Quantum stochastic calculus (81S25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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