Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise (Q2930009)

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Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise
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    Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise (English)
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    17 November 2014
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    highly oscillatory stochastic differential equation
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    composition method
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    quadratic first integral conservation
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    multiplicative noise
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    time-dependent stochastic Schrödinger equation
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    numerical result
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    convergence
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