Numerical Analysis on Ergodic Limit of Approximations for Stochastic NLS Equation via Multi-symplectic Scheme

DOI10.1137/16M1079099zbMath1382.37088arXiv1606.01510MaRDI QIDQ2967593

Liying Zhang, Xu Wang, Jialin Hong

Publication date: 1 March 2017

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

Full work available at URL: https://arxiv.org/abs/1606.01510

zbMATH Keywords

multiplicative noise; stochastic Schrödinger equation; unique ergodicity; multi-symplectic scheme

Mathematics Subject Classification ID

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

65C30: Numerical solutions to stochastic differential and integral equations

65P10: Numerical methods for Hamiltonian systems including symplectic integrators

37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)

Related Items

Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise, Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs

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