Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise

DOI10.4208/jcm.1701-m2016-0525zbMath1413.65006arXiv1601.06623OpenAlexW2964235722WikidataQ115481453 ScholiaQ115481453MaRDI QIDQ4688174

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Publication date: 22 October 2018

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.06623

zbMATH Keywords

strong convergencenumerical methodsstochastic partial differential equationstrace formulasstochastic Schrödinger equationsgeometric numerical integrationstochastic exponential integrators

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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