The stochastic Liouville equation and padé approximants

The applicability of Pade approximant techniques to solving the stochastic Liouville equation is discussed. The special case of an axially symmetric spin system undergoing isotropic Brownian motion is studied. Two types of expansions are explored which yield efficient algorithms for spectral simulat...

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Veröffentlicht in:	J. Stat. Phys.; (United States) 1988-10, Vol.53 (1-2), p.109-124
Hauptverfasser:	DAMMERS, A. J, LEVINE, Y. K, TJON, J. A
Format:	Artikel
Sprache:	eng
Schlagworte:	657002 - Theoretical & Mathematical Physics- Classical & Quantum Mechanics ALGORITHMS BOLTZMANN-VLASOV EQUATION BROWNIAN MOVEMENT CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS Classical ensemble theory Classical statistical mechanics COMPUTER CALCULATIONS COMPUTERIZED SIMULATION CONVERGENCE DIFFERENTIAL EQUATIONS ELECTRON SPIN RESONANCE EQUATIONS Exact sciences and technology HAMILTONIANS HYPERFINE STRUCTURE MAGNETIC FIELDS MAGNETIC RESONANCE MATHEMATICAL LOGIC MATHEMATICAL MODELS MATHEMATICAL OPERATORS MECHANICS MOLECULAR MODELS ORIENTATION PARTIAL DIFFERENTIAL EQUATIONS Physics QUANTUM OPERATORS RESONANCE SERIES EXPANSION SIMULATION SPECTRA SPIN ORIENTATION STATISTICAL MECHANICS Statistical physics, thermodynamics, and nonlinear dynamical systems STOCHASTIC PROCESSES
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Zusammenfassung:	The applicability of Pade approximant techniques to solving the stochastic Liouville equation is discussed. The special case of an axially symmetric spin system undergoing isotropic Brownian motion is studied. Two types of expansions are explored which yield efficient algorithms for spectral simulations.
ISSN:	0022-4715 1572-9613
DOI:	10.1007/BF01011548