Numerical resolution of stochastic focusing NLS equations

DOI10.1016/S0893-9659(02)00025-3zbMath1001.65006MaRDI QIDQ1614104

Arnaud Debussche, Laurent Di Menza

Publication date: 3 September 2002

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

blow-up; white noise; local refinement; stochastic nonlinear Schrödinger equation; finite differences schemes; soliton diffusion

Mathematics Subject Classification ID

65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs

60H40: White noise theory

35Q55: NLS equations (nonlinear Schrödinger equations)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65M50: Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs

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