A semi-discrete scheme for the stochastic nonlinear Schrödinger equation

DOI10.1007/s00211-003-0494-5zbMath1055.65008OpenAlexW1980882165MaRDI QIDQ1434060

Arnaud Debussche, Anne de Bouard

Publication date: 1 July 2004

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00211-003-0494-5

zbMATH Keywords

convergencestochastic partial differential equationsnonlinear Schrödinger equationsemidiscretization

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) NLS equations (nonlinear Schrödinger equations) (35Q55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

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