Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations

DOI10.1137/19M1243075zbMath1428.60097arXiv1902.01716OpenAlexW3100232559WikidataQ126386068 ScholiaQ126386068MaRDI QIDQ5208737

Gilles Vilmart, Adrien Laurent

Publication date: 10 January 2020

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.01716

zbMATH Keywords

nonlinear Schrödinger equationgeometric integrationquadratic first integralwhite noise dispersionhighly oscillatory stochastic differential equations

Mathematics Subject Classification ID

NLS equations (nonlinear Schrödinger equations) (35Q55) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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