Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise
DOI10.1007/s40072-015-0062-xzbMath1362.65012arXiv1410.6231OpenAlexW2227679799WikidataQ115375280 ScholiaQ115375280MaRDI QIDQ2629198
Jialin Hong, Chuchu Chen, Andreas Prohl
Publication date: 5 July 2016
Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.6231
stabilityconvergencenumerical exampleHamiltonianstochastic Schrödinger equationStratonovich noise\(\theta\) scheme
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (10)
Cites Work
- Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation
- A semi-discrete scheme for the stochastic nonlinear Schrödinger equation
- A concise course on stochastic partial differential equations
- Equations stochastiques du type Navier-Stokes
- Order of Convergence of Splitting Schemes for Both Deterministic and Stochastic Nonlinear Schrödinger Equations
- The Stochastic Nonlinear Schrödinger Equation inH1
- Rates of Convergence for Discretizations of the Stochastic Incompressible Navier--Stokes Equations
- Numerical simulation of focusing stochastic nonlinear Schrödinger equations
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