Order of Convergence of Splitting Schemes for Both Deterministic and Stochastic Nonlinear Schrödinger Equations

DOI10.1137/12088416XzbMath1274.60220OpenAlexW1970650456MaRDI QIDQ2855092

Jie Liu

Publication date: 24 October 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/12088416x

zbMATH Keywords

nonlinear Schrödinger equationstochastic partial differential equationsplitting schemeStrang splittingmass preserving

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) 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)

Related Items (10)

Stable numerical methods for a stochastic nonlinear Schrödinger equation with linear multiplicative noise ⋮ Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise ⋮ Convergence of the spectral Galerkin method for the stochastic reaction-diffusion-advection equation ⋮ A charge-preserving compact splitting method for solving the coupled stochastic nonlinear Schrödinger equations ⋮ Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise ⋮ Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations ⋮ Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation ⋮ Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise

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