Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme
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Publication:2967593
DOI10.1137/16M1079099zbMath1382.37088arXiv1606.01510MaRDI QIDQ2967593
Liying Zhang, Xu Wang, Jialin Hong
Publication date: 1 March 2017
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.01510
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
65P10: Numerical methods for Hamiltonian systems including symplectic integrators
37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)
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