Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations

DOI10.1016/j.apnum.2023.01.002arXiv2007.02354MaRDI QIDQ6101777

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Publication date: 20 June 2023

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.02354

zbMATH Keywords

strong convergencestochastic partial differential equationstrace formulasstochastic Schrödinger equationsgeometric numerical integrationsplitting integrators

Mathematics Subject Classification ID

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) Numerical solutions to stochastic differential and integral equations (65C30)

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Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations

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