WIAS Preprint No. 2239, (2016)

A class of stochastic algorithms for the Wigner equation


  • Wagner, Wolfgang
  • Muscato, Orazio

2010 Mathematics Subject Classification

  • 65C05 60J25 81Q05


  • Wigner equation, stochastic algorithms, numerical experiments




A class of stochastic algorithms for the numerical treatment of the Wigner equation is introduced. The algorithms are derived using the theory of pure jump processes with a general state space. The class contains several new algorithms as well as some of the algorithms previously considered in the literature. The approximation error and the efficiency of the algorithms are analyzed. Numerical experiments are performed in a benchmark test case, where certain advantages of the new class of algorithms are demonstrated.

Appeared in

  • SIAM J. Sci. Comput., 38 (2016) pp. A1483--A1507.

Download Documents