Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4635289 | Applied Mathematics and Computation | 2007 | 8 Pages |
Abstract
We present an implicit Simpson’s rule for the numerical computation of quantum stochastic differential equations. We derive the method, present convergence results and a numerical example. Our method avoid the high cost of high-order methods as well the cost of obtaining starting values for multi-step methods.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
John O. Adeyeye,