A fast mass-conserving explicit splitting method for the stochastic space-fractional nonlinear Schrödinger equation with multiplicative noise (Q2275222)

The authors study the stochastic fractional nonlinear Schrödinger equation \[ \mathrm{i}d_t u(x,t) - (-\Delta)^{\alpha/2} u dt + V(x, |u|)u dt = \epsilon u\circ dW, \qquad x\in [a,b],\ 1 < \alpha \le 2 \] with periodic boundary condition and initial condition \(u(x, 0) = u_0(x)\). Here, \(W\) is an \(L_2([a,b])\) valued \(\mathbf Q\)-Wiener process. The authors show that the total mass of a solution is conserved, that is, \(\int_a^b |u(x,t)|^2\,\mathrm dx = \int_a^b |u_0(x)|^2\,\mathrm dx\) for \(t\ge 0\). They propose the following splitting of the Schrödinger equation into a linear and a nonlinear equation: \( \mathrm{i}d_t u = (-\Delta)^{\alpha/2} u dt, \, \mathrm{i}d_t u = -V(x, |u|)u dt + \epsilon u\circ dW. \) The solution of the second equation is known and the first equation is solved via Fourier transform. This leads to a recursion formula for approximations \(\mathbf u^n\) of the solution of the original Schrödinger equation at time \(t_n = n\tau\). It can be shown that also these approximations conserve mass, that is, \(\|\mathbf{u}^{n+1}\|^2 = \|\mathbf{u}^n\|^2\) and that \((\mathbb E \|\mathbf{u}^n - u(t_n)\|)^{\frac{1}{2}} \le C \tau\). The paper concludes with several numerical experiments.