Non-Monte Carlo formulations and computational techniques for the stochastic nonlinear Schrödinger equation

DOI10.1016/j.jcp.2004.05.009zbMath1059.65005OpenAlexW2075685552WikidataQ57896933 ScholiaQ57896933MaRDI QIDQ703445

Alper Demir

Publication date: 11 January 2005

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2004.05.009

zbMATH Keywords

numerical examplesMonte Carlo methodLyapunov matrix equationspectral methodsstochastic nonlinear Schrödinger equationnoise analysisnon-stationary noisecomparison of metodslinearly implicit integration methodsoptical fiber communications

Mathematics Subject Classification ID

NLS equations (nonlinear Schrödinger equations) (35Q55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Uses Software

• Matlab

Cites Work

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• Handbook of stochastic methods for physics, chemistry and the natural sciences
• A stochastic model of IndoPacific sea surface temperature anomalies
• A fast spectral algorithm for nonlinear wave equations with linear dispersion
• Solving Ordinary Differential Equations I
• Model reduction methods based on Krylov subspaces
• Spectral Methods in MATLAB
• Fourth-Order Time-Stepping for Stiff PDEs
• Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]

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