Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping

DOI10.1137/18M1176749zbMath1433.60076arXiv1803.09188OpenAlexW2987407221WikidataQ115525598 ScholiaQ115525598MaRDI QIDQ5243522

Xu Wang, Liying Zhang, Jialin Hong

Publication date: 18 November 2019

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

Full work available at URL: https://arxiv.org/abs/1803.09188

zbMATH Keywords

invariant measurestochastic Schrödinger equationparareal algorithmexponential \(\theta \)-scheme

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Schrödinger operator, Schrödinger equation (35J10) Parallel numerical computation (65Y05) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (3)

Strong approximation for fractional wave equation forced by fractional Brownian motion with Hurst parameter \(H \in ( 0 , \frac{1}{2} )\) ⋮ On Parareal Algorithms for Semilinear Parabolic Stochastic PDEs ⋮ High-accuracy time discretization of stochastic fractional diffusion equation

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