Exponential integrators for stochastic Schrödinger equations driven by Itô noise

DOI10.4208/JCM.1701-M2016-0525MaRDI QIDQ4688174zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 22 October 2018

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.06623

zbMATH Keywords

geometric numerical integrationnumerical methodsstochastic exponential integratorsstochastic partial differential equationsstochastic Schrödinger equationsstrong convergencetrace formulas

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Abstract: We study an explicit exponential scheme for the time discretisation of stochastic Schr"odinger equations driven by additive or multiplicative Ito noise. The numerical scheme is shown to converge with strong order $1$ if the noise is additive and with strong order $1/2$ for multiplicative noise. In addition, if the noise is additive, we show that the exact solutions of our problems satisfy trace formulas for the expected mass, energy, and momentum (i.e., linear drifts in these quantities). Furthermore, we inspect the behaviour of the numerical solutions with respect to these trace formulas. Several numerical simulations are presented and confirm our theoretical results.

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