Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations

DOI10.1016/j.physleta.2005.01.064zbMath1135.65303OpenAlexW1994704829MaRDI QIDQ2478751

Joshua Wilkie, Murat Çetinbaş

Publication date: 25 March 2008

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physleta.2005.01.064

zbMATH Keywords

diffusionstatequantumstochasticnumerical

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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• Optimized explicit Runge-Kutta pair of orders \(9(8)\)
• Adaptive schemes for the numerical solution of SDEs -- a comparison
• Handbook of stochastic methods for physics, chemistry and natural sciences.

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