Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups

DOI10.1090/S0025-5718-03-01595-3zbMath1063.60098MaRDI QIDQ4813589

Carlos M. Mora

Publication date: 13 August 2004

Published in: Mathematics of Computation (Search for Journal in Brave)

zbMATH Keywords

rate of convergence; weak convergence; Galerkin method; stochastic partial differential equations; numerical approximation; quantum dynamical semigroup; stochastic evolution equation; quantum master equation; explicit Euler method; simulation of quantum systems

Mathematics Subject Classification ID

65C20: Probabilistic models, generic numerical methods in probability and statistics

65C05: Monte Carlo methods

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

93E15: Stochastic stability in control theory

65L20: Stability and convergence of numerical methods for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

81S25: Quantum stochastic calculus

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

37H10: Generation, random and stochastic difference and differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Heisenberg evolution of quantum observables represented by unbounded operators, Basic properties of nonlinear stochastic Schrödinger equations driven by Brownian motions, Numerical solution of conservative finite-dimensional stochastic Schrödinger equations

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