Numerical study of two‐dimensional stochastic NLS equations
DOI10.1002/num.20064zbMath1077.65006MaRDI QIDQ5311883
Arnaud Debussche, Laurent Di Menza, Marc Barton-Smith
Publication date: 29 August 2005
Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/num.20064
numerical examples; stochastic partial differential equations; finite difference schemes; nonlinear Schrödinger equations; multiplicative and additive noise; refinement procedure
65M06: Finite difference methods for initial value and initial-boundary value problems involving PDEs
35Q55: NLS equations (nonlinear Schrödinger equations)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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