Symplectic Runge--Kutta Semidiscretization for Stochastic Schrödinger Equation

DOI10.1137/151005208zbMath1347.65010arXiv1410.6228OpenAlexW2507990195MaRDI 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

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) NLS equations (nonlinear Schrödinger equations) (35Q55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

Related Items (18)

Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs ⋮ Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model ⋮ Meshless symplectic and multi-symplectic local RBF collocation methods for nonlinear Schrödinger equation ⋮ A meshless multi-symplectic local radial basis function collocation scheme for the ``good Boussinesq equation ⋮ Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise ⋮ Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion ⋮ Large deviations principles for symplectic discretizations of stochastic linear Schrödinger equation ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ Numerical solution of stochastic quantum master equations using stochastic interacting wave functions ⋮ Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme ⋮ Meshless symplectic and multi-symplectic scheme for the coupled nonlinear Schrödinger system based on local RBF approximation ⋮ Runge--Kutta Semidiscretizations for Stochastic Maxwell Equations with Additive Noise ⋮ Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator ⋮ Numerical integrators for continuous disordered nonlinear Schrödinger equation ⋮ Structure-preserving numerical methods for the fractional Schrödinger equation ⋮ A review on stochastic multi-symplectic methods for stochastic Maxwell equations ⋮ Meshless symplectic and multi-symplectic local RBF collocation methods for Hamiltonian PDEs ⋮ Meshless symplectic and multi-symplectic algorithm for Klein-Gordon-Schrödinger system with local RBF collocation

Cites Work

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