Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise (Q2629198)

This paper proposes a \(\theta\) scheme for the \(d\)-dimensional cubic Schrödinger equation with Stratonovich multiplicative noise. An invariant Hamiltonian is established that, along with a stability analysis of the \(\theta\) scheme, allows for the convergence in probability to a mild solution to be established for \(\theta\in({1\over 2}+ c\sqrt{h},1]\), for some positive \(c\). In the second half of the paper convergence of strong order \({1\over 2}\) is proved. A numerical simulation illustrates the theory.