Lie-Trotter splitting for the nonlinear stochastic Manakov system

DOI10.1007/S10915-021-01514-YzbMATH Open1503.65007arXiv2010.15679OpenAlexW3165446171MaRDI QIDQ2032053FDOQ2032053

Authors: Yanyan Li 

Publication date: 15 June 2021

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: This article analyses the convergence of the Lie-Trotter splitting scheme for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. First, we prove that the strong order of the numerical approximation is 1/2 if the nonlinear term in the system is globally Lipschitz. Then, we show that the splitting scheme has convergence order 1/2 in probability and almost sure order 1/2- in the case of a cubic nonlinearity. We provide several numerical experiments illustrating the aforementioned results and the efficiency of the Lie-Trotter splitting scheme. Finally, we numerically investigate the possible blowup of solutions for some power-law nonlinearities.

Full work available at URL: https://arxiv.org/abs/2010.15679

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zbMATH Keywords

stochastic partial differential equationsalmost sure convergenceblowupconvergence ratesstrong convergencenumerical schemesconvergence in probabilitysplitting schemeLie-Trotter schemestochastic Manakov equationcoupled system of stochastic nonlinear Schrödinger equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) NLS equations (nonlinear Schrödinger equations) (35Q55) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solutions to abstract evolution equations (65J08)

Cites Work

• On the Product of Semi-Groups of Operators
• 1D quintic nonlinear Schrödinger equation with white noise dispersion
• On the discretization in time of parabolic stochastic partial differential equations
• Numerical simulation of focusing stochastic nonlinear Schrödinger equations
• The nonlinear Schrödinger equation with white noise dispersion
• Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
• Effect of polarization mode dispersion in optical soliton transmission in fibers
• Numerical methods for stochastic partial differential equations with white noise
• A diffusion approximation theorem for a nonlinear PDE with application to random birefringent optical fibers
• Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion
• Probability and pathwise order of convergence of a semidiscrete scheme for the stochastic Manakov equation

Cited In (7)

• Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
• Splitting integrators for linear Vlasov equations with stochastic perturbations
• Analysis of a positivity-preserving splitting scheme for some semilinear stochastic heat equations
• Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations
• An energy-conserving Fourier particle-in-cell method with asymptotic-preserving preconditioner for Vlasov-Ampère system with exact curl-free constraint
• Approximated exponential integrators for the stochastic Manakov equation
• Probability and pathwise order of convergence of a semidiscrete scheme for the stochastic Manakov equation

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