Numerical analysis on ergodic limit of approximations for stochastic NLS equation via multi-symplectic scheme

DOI10.1137/16M1079099zbMATH Open1382.37088arXiv1606.01510OpenAlexW2963208186MaRDI QIDQ2967593FDOQ2967593

Authors: Jialin Hong, Xu Wang, Liying Zhang 

Publication date: 1 March 2017

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

Abstract: We consider a finite dimensional approximation of the stochastic nonlinear Schr"odinger equation driven by multiplicative noise, which is derived by applying a symplectic method to the original equation in spatial direction. Both the unique ergodicity and the charge conservation law for this finite dimensional approximation are obtained on the unit sphere. To simulate the ergodic limit over long time for the finite dimensional approximation, we discretize it further in temporal direction to obtain a fully discrete scheme, which inherits not only the stochastic multi-symplecticity and charge conservation law of the original equation but also the unique ergodicity of the finite dimensional approximation. The temporal average of the fully discrete numerical solution is proved to converge to the ergodic limit with order one with respect to the time step for a fixed spatial step. Numerical experiments verify our theoretical results on charge conservation, ergodicity and weak convergence.

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

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zbMATH Keywords

multiplicative noise[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=stochastic+Schr%EF%BF%BD%EF%BF%BDdinger+equation&go=Go stochastic Schr��dinger equation]unique ergodicitymulti-symplectic scheme

Mathematics Subject Classification ID

Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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Cited In (10)

• Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
• Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping
• Symplectic‐preserving Fourier spectral scheme for space fractional<scp>Klein–Gordon–Schrödinger</scp>equations
• Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients
• Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs
• Analysis of a Splitting Scheme for Damped Stochastic Nonlinear Schrödinger Equation with Multiplicative Noise
• CLT for approximating ergodic limit of SPDEs via a full discretization
• A full-discrete exponential Euler approximation of the invariant measure for parabolic stochastic partial differential equations
• Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise

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