Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation

DOI10.1137/151005208zbMath1347.65010arXiv1410.6228MaRDI QIDQ2817782

Chuchu Chen, Jialin Hong

Publication date: 2 September 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.6228

zbMATH Keywords

semidiscretizationsymplectic structurestochastic Schrödinger equationsymplectic Runge-Kutta methodinfinite-dimensional stochastic Hamiltonian systemmean-square convergence order

Mathematics Subject Classification ID

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

35Q55: NLS equations (nonlinear Schrödinger equations)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

37H10: Generation, random and stochastic difference and differential equations

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65M20: Method of lines for initial value and initial-boundary value problems involving PDEs

65P10: Numerical methods for Hamiltonian systems including symplectic integrators

37M15: Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems

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