Convergence analysis of a symplectic semi-discretization for stochastic nls equation with quadratic potential

DOI10.3934/DCDSB.2019120MaRDI QIDQ2321110zbMATH OpenOpenAlexWikidataFDO

Authors Jialin Hong, Lijun Miao, Liying Zhang

Publication date 28 August 2019

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.01268

zbMATH Keywords

additive noiseconvergence analysisquadratic potentialstochastic nonlinear Schrödinger equationstochastic symplectic scheme

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Abstract: In this paper, we investigate the convergence in probability of a stochastic symplectic scheme for stochastic nonlinear Schr"{o}dinger equation with quadratic potential and an additive noise. Theoretical analysis shows that our symplectic semi-discretization is of order one in probability under appropriate regularity conditions for the initial value and noise. Numerical experiments are given to simulate the long time behavior of the discrete average charge and energy as well as the influence of the external potential and noise, and to test the convergence order.

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Cited in

(3)

• Numerical analysis on ergodic limit of approximations for stochastic NLS equation via multi-symplectic scheme
• Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrödinger equation
• Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations

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