(World Scientific Publishing Company: Asian-European Journal of Mathematics, 2014-08) Akinwumi, T. O.; Adegboyegun, B. J.
This paper presents one-step numerical schemes for solving quantum stochastic differential
equation (QSDE). The algorithms are developed based on the definition of QSDE
and the solution techniques yield rapidly convergent sequences which are readily computable.
As well as developing the schemes, we perform some numerical experiments and
the solutions obtained compete favorably with exact solutions. The solution techniques
presented in this work can handle all class of QSDEs most especially when the exact
solution does not exist.