On the theory and application of one-step numerical schemes for solving quantum stochastic differential equation (QSDE)

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Date
2014-08
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Publisher
World Scientific Publishing Company: Asian-European Journal of Mathematics
Abstract
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.
Description
Staff Publication
Keywords
Quantum stochastic differential equation;, Boson Fock space;, one-step integral method;, Runge–Kutta’s method
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