Stochastic Global Momentum-Preserving Schemes for Two-Dimensional Stochastic Partial Differential Equations
DOI10.4208/eajam.110122.040522zbMath1495.65141OpenAlexW4293412967WikidataQ114021216 ScholiaQ114021216MaRDI QIDQ5866610
Songhe Song, Wei Zhang, Mingzhan Song, Xu Qian
Publication date: 22 September 2022
Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/eajam.110122.040522
stochastic nonlinear Schrödinger equationstochastic Klein-Gordon equationglobal momentum evolution lawglobal momentum conservation lawstochastic global momentum-preserving scheme
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) NLS equations (nonlinear Schrödinger equations) (35Q55) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
Cites Work
- Stochastic nonlinear Schrödinger equations
- A semi-explicit multi-symplectic splitting scheme for a 3-coupled nonlinear Schrödinger equation
- A note on the efficient implementation of Hamiltonian BVMs
- Projection methods for stochastic differential equations with conserved quantities
- Some new structure-preserving algorithms for general multi-symplectic formulations of Hamiltonian PDEs
- Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise
- Random nonlinear wave equations: Smoothness of the solutions
- The stochastic nonlinear damped wave equation
- Local discontinuous Galerkin methods for nonlinear Schrödinger equations
- A stochastic nonlinear Schrödinger equation with multiplicative noise
- Structure-preserving algorithms for the two-dimensional sine-Gordon equation with Neumann boundary conditions
- Decoupled local/global energy-preserving schemes for the \(N\)-coupled nonlinear Schrödinger equations
- Preserving energy resp. dissipation in numerical PDEs using the ``Average Vector Field method
- A fully discrete approximation of the one-dimensional stochastic wave equation
- Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
- The Stochastic Nonlinear Schrödinger Equation inH1
- A Trigonometric Method for the Linear Stochastic Wave Equation
- Hamiltonian Boundary Value Method for the Nonlinear Schrödinger Equation and the Korteweg-de Vries Equation
- Higher Order Strong Approximations of Semilinear Stochastic Wave Equation with Additive Space-time White Noise
- The formulation and analysis of energy-preserving schemes for solving high-dimensional nonlinear Klein–Gordon equations
- Stochastic Multi-Symplectic Integrator for Stochastic Nonlinear Schrödinger Equation
- Novel Conservative Methods for Schrödinger Equations with Variable Coefficients over Long Time
