Numerical solution of conservative finite-dimensional stochastic Schrödinger equations
From MaRDI portal
Publication:2572404
DOI10.1214/105051605000000403zbMath1083.60058arXivmath/0508490OpenAlexW3104162714MaRDI QIDQ2572404
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
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
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local linearization method for the numerical solution of stochastic differential equations
- Simulation of stochastic differential equations through the local linearization method. A comparative study
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
- On dissipative stochastic equations in a Hilbert space
- Exponential integrators for quantum-classical molecular dynamics
- On stochastic differential equations and semigroups of probability operators in quantum probability
- Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
- Algebraic probability spaces
- Weak Approximation of Solutions of Systems of Stochastic Differential Equations
- Discrétisation d'une équation différentielle stochastique et calcul approché d'espérances de fonctionnelles de la solution
- Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- Exponential Integrators for Large Systems of Differential Equations
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups
- Approximation of Lyapunov Exponents of Nonlinear Stochastic Differential Equations
- Weak exponential schemes for stochastic differential equations with additive noise
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Quantenmechanik
This page was built for publication: Numerical solution of conservative finite-dimensional stochastic Schrödinger equations