Analysis of a splitting scheme for damped stochastic nonlinear Schrödinger equation with multiplicative noise

DOI10.1137/17M1154904zbMATH Open1391.60165arXiv1711.00516MaRDI QIDQ4577183FDOQ4577183

Authors: Jianbo Cui, Jialin Hong 

Publication date: 17 July 2018

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

Abstract: In this paper, we investigate the damped stochastic nonlinear Schr"odinger(NLS) equation with multiplicative noise and its splitting-based approximation. When the damped effect is large enough, we prove that the solutions of the damped stochastic NLS equation and the splitting scheme are exponential stable and possess some exponential integrability. These properties lead that the strong order of the scheme is $frac12$ and independent of time. Meanwhile, we analyze the regularity of the Kolmogorov equation with respect to the equation. As a consequence, the weak order of the scheme is shown to be twice the strong order and independent of time.

Full work available at URL: https://arxiv.org/abs/1711.00516

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zbMATH Keywords

weak orderKolmogorov equationexponential integrabilitystrong orderdamped stochastic nonlinear Schrödinger equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) NLS equations (nonlinear Schrödinger equations) (35Q55) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

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Cited In (21)

• Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation
• Approximation of backward stochastic partial differential equations by a splitting-up method
• Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
• Lie-Trotter splitting for the nonlinear stochastic Manakov system
• An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
• A charge-preserving compact splitting method for solving the coupled stochastic nonlinear Schrödinger equations
• Absolute continuity and numerical approximation of stochastic Cahn-Hilliard equation with unbounded noise diffusion
• A mass-preserving splitting scheme for the stochastic Schrödinger equation with multiplicative noise
• Strong convergence rate of an exponentially integrable scheme for stochastic nonlinear wave equation
• Strong Convergence of Full Discretization for Stochastic Cahn--Hilliard Equation Driven by Additive Noise
• Title not available (Why is that?)
• On the convergence rate of the splitting-up scheme for rough partial differential equations
• Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
• Stochastic soliton and rogue wave solutions of the nonlinear Schrödinger equation with white Gaussian noise
• Explicit approximation for stochastic nonlinear Schrödinger equation
• Stochastic Logarithmic Schrödinger Equations: Energy Regularized Approach
• Strong and weak convergence rates of a spatial approximation for stochastic partial differential equation with one-sided Lipschitz coefficient
• Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations
• Temporal approximation of stochastic evolution equations with irregular nonlinearities
• Analysis of a splitting scheme for a class of random nonlinear partial differential equations
• Approximation of Stochastic Nonlinear Equations of Schrödinger Type by the Splitting Method

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