Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise

DOI10.1137/17M1154904zbMath1391.60165arXiv1711.00516MaRDI QIDQ4577183

Jialin Hong, Jianbo Cui

Publication date: 17 July 2018

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

Full work available at URL: https://arxiv.org/abs/1711.00516

zbMATH Keywords

Kolmogorov equationexponential integrabilityweak orderstrong orderdamped stochastic nonlinear Schrödinger equation

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)

A charge-preserving compact splitting method for solving the coupled stochastic nonlinear Schrödinger equations ⋮ Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ Stochastic Logarithmic Schrödinger Equations: Energy Regularized Approach ⋮ On the convergence rate of the splitting-up scheme for rough partial differential equations ⋮ Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion ⋮ Approximation of backward stochastic partial differential equations by a splitting-up method ⋮ Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations ⋮ Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise ⋮ Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

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