Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations
DOI10.1016/J.PHYSLETA.2005.01.064zbMATH Open1135.65303OpenAlexW1994704829MaRDI QIDQ2478751FDOQ2478751
Authors: 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
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Cites Work
- Solving Ordinary Differential Equations I
- A family of embedded Runge-Kutta formulae
- Title not available (Why is that?)
- Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations
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- Handbook of stochastic methods for physics, chemistry and natural sciences.
- The quantum-state diffusion model applied to open systems
- Computer simulations of multiplicative stochastic differential equations
- An adaptive timestepping algorithm for stochastic differential equations.
- Optimized explicit Runge-Kutta pair of orders \(9(8)\)
- Exact norm-conserving stochastic time-dependent Hartree–Fock
- Adaptive schemes for the numerical solution of SDEs -- a comparison
Cited In (5)
- Functional Wigner representation of quantum dynamics of Bose-Einstein condensate
- Numerical integration methods for stochastic wave function equations
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options
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