Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations

DOI10.1016/j.jde.2017.05.002zbMath1371.60122arXiv1609.08744OpenAlexW2963352008MaRDI QIDQ2013151

Jianbo Cui, Zhihui Liu, Jialin Hong

Publication date: 3 August 2017

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08744

zbMATH Keywords

central difference schemeexponential integrabilitystochastic Schrödinger equationcontinuous dependencestrong convergence rate

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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