Numerical resolution of stochastic focusing NLS equations

DOI10.1016/S0893-9659(02)00025-3zbMath1001.65006OpenAlexW2043632096MaRDI QIDQ1614104

Laurent Di Menza, Arnaud Debussche

Publication date: 3 September 2002

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0893-9659(02)00025-3

zbMATH Keywords

blow-upwhite noiselocal refinementstochastic nonlinear Schrödinger equationfinite differences schemessoliton diffusion

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) White noise theory (60H40) NLS equations (nonlinear Schrödinger equations) (35Q55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50)

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