Abstract
The applicability of Padé 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.
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Dammers, A.J., Levine, Y.K. & Tjon, J.A. The stochastic Liouville equation and Padé approximants. J Stat Phys 53, 109–124 (1988). https://doi.org/10.1007/BF01011548
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DOI: https://doi.org/10.1007/BF01011548