Found 2 document(s)
Page 1 of 1
-
Splitting methods are a natural choice for the numerical time integration of partial differential equations, and arbitrary high order splitting schemes exist for Schrödinger equations with periodic boundary conditions. H...
-
We introduce a class of numerical methods for highly oscillatory systems of stochastic differential equations with general noncommutative noise. We prove global weak error bounds of order two uniformly with respect to th...