Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation
DOI10.1137/151005208zbMath1347.65010arXiv1410.6228MaRDI QIDQ2817782
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
semidiscretizationsymplectic structurestochastic Schrödinger equationsymplectic Runge-Kutta methodinfinite-dimensional stochastic Hamiltonian systemmean-square convergence order
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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