Invariant measures for stochastic nonlinear Schrödinger equations. Numerical approximations and symplectic structures
NLS equations (nonlinear Schrödinger equations) (35Q55) PDEs with randomness, stochastic partial differential equations (35R60) Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) General theory of random and stochastic dynamical systems (37H05) Generation, random and stochastic difference and differential equations (37H10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
This book focuses on invariant measures and ergodic properties of stochastic partial and ordinary differential equations. In particular, numerical methods approximating the invariant distributions for stochastic Schrödinger equations are analyzed. The dynamical behavior of numerical asymptotic solutions is investigated. In summary, this book provides an interesting resource for designing numerical methods for stochastic differential equations.
- Invariant measures for a stochastic nonlinear Schroedinger equation
- Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme
- Invariant measure for stochastic Schrödinger equations
- scientific article; zbMATH DE number 882088
- scientific article; zbMATH DE number 19541
- scientific article; zbMATH DE number 939670
- scientific article; zbMATH DE number 56718
- Existence of invariant measures for the stochastic damped Schrödinger equation
- scientific article; zbMATH DE number 1808679
- Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations
- Symplectic schemes for linear stochastic Schrödinger equations with variable coefficients
- Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
- Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
- Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model
- Weak intermittency of stochastic heat equation under discretizations
- A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations
- Invariant measure for stochastic Schrödinger equations
- NySALT: Nyström-type inference-based schemes adaptive to large time-stepping
- CLT for approximating ergodic limit of SPDEs via a full discretization
- Ergodic results for the stochastic nonlinear Schrödinger equation with large damping
- Numerical analysis on ergodic limit of approximations for stochastic NLS equation via multi-symplectic scheme
- Approximation of the invariant distribution for a class of ergodic SPDEs using an explicit tamed exponential Euler scheme
- Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme
- Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
- Invariant Measures for Integrable Spin Chains and an Integrable Discrete Nonlinear Schrödinger Equation
- Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation
- Well-posedness of solutions of multi-term fractional nonlinear stochastic differential equations with weakly singular kernel
- Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation
- Stochastic differential equation approximations of generative adversarial network training and its long-run behavior
- Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
- Invariant measures of stochastic Maxwell equations and ergodic numerical approximations
- Time integration of dissipative stochastic PDEs
- Asymptotic error distributions of symplectic and non-symplectic methods for stochastic Hamiltonian system with additive noise
- On numerical discretizations that preserve probabilistic limit behaviors for time-homogeneous Markov processes
- Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
- Long-term accuracy of numerical approximations of SPDEs with the stochastic Navier-Stokes equations as a paradigm
- Numerical approximation of the invariant distribution for a class of stochastic damped wave equations
- An overlapping domain decomposition splitting algorithm for stochastic nonlinear Schrödinger equation
- Numerical ergodicity of stochastic Allen-Cahn equation driven by multiplicative white noise
- A new class of splitting methods that preserve ergodicity and exponential integrability for the stochastic Langevin equation
- Numerical ergodicity of a full-discrete exponential Euler scheme for stochastic Burgers-Huxley equation
- Numerical unique ergodicity of monotone SDEs driven by nondegenerate multiplicative noise
- Strong approximation of stochastic semiclassical Schrödinger equation with multiplicative noise
- Analysis of a modified regularity-preserving Euler scheme for parabolic semilinear SPDEs: total variation error bounds for the numerical approximation of the invariant distribution
- Central limit theorem for temporal average of backward Euler-Maruyama method
- Total variation error bounds for the approximation of the invariant distribution of parabolic semilinear SPDEs using the standard Euler scheme
- Geometric ergodicity and strong error estimates for tamed schemes of super-linear SODEs
- Optimal weak convergence and invariant measure of a full discretization to stochastic Allen-Cahn equation driven by additive noise
- The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise
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