dq.method.Rouchon1

Rouchon1(dt: float, normalize: bool = True, exact_expm: bool = False)

First-order Rouchon method (fixed step size ODE/SDE method).

Parameters

• dt –

  Fixed time step.

• normalize –

  If True, the scheme is trace-preserving to machine precision, which is the recommended option because it is much more stable. Otherwise, it is only trace-preserving to the scheme order in \(\dt\).

• exact_expm –

  If True, the scheme uses the exact matrix exponential internally (at the cost of losing sparsity), otherwise it uses a Taylor expansion up to the scheme order.

Supported gradients

This method supports differentiation with dq.gradient.Autograd, dq.gradient.CheckpointAutograd (default) and dq.gradient.ForwardAutograd.