✦ LIBER ✦

Remarks on the numerical solution of Langevin equations on unitary groups spaces

✍ Scribed by H. Gausterer; S. Sanielevici

Publisher: Elsevier Science
Year: 1988
Tongue: English
Weight: 555 KB
Volume: 52
Category: Article
ISSN: 0010-4655
DOI: 10.1016/0010-4655(88)90170-1

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✦ Synopsis

We discuss the properties of Stratonovich type stochastic differential equations (SDE's) on U(l) and SU(N) group spaces and their consequences for the numerical solution. Both real and complex drift terms are considered. We also discuss a two-stage Runge-Kutta algorithm for this type of SDE. * Supported by Fonds zur Forderung der wissenschaftlichen on a SU(3)-symmetric model with finite chemical Forschung in Osterreich, Erwin Schrodinger Auslandssti-potential suggest that the two approaches lead to pendium Nr. J0167P.

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## Abstract A predictor–corrector (P–C) scheme based on the use of rational approximants of second‐order to the matrix‐exponential term in a three‐time level reccurence relation is applied to the nonlinear Klein‐Gordon equation. This scheme is accelerated by using a modification (MPC) in which the