Probability and pathwise order of convergence of a semidiscrete scheme for the stochastic Manakov equation

DOI10.1137/13090924XzbMATH Open1301.60075arXiv1308.1576OpenAlexW2018864264MaRDI QIDQ5416004FDOQ5416004

Maxime Gazeau

Publication date: 19 May 2014

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

Abstract: It is well accepted by physicists that the Manakov PMD equation is a good model to describe the evolution of nonlinear electric fields in optical fibers with randomly varying birefringence. In the regime of the diffusion approximation theory, an effective asymptotic dynamics has recently been obtained to describe this evolution. This equation is called the stochastic Manakov equation. In this article, we propose a semidiscrete version of a Crank Nicolson scheme for this limit equation and we analyze the strong error. Allowing sufficient regularity of the initial data, we prove that the numerical scheme has strong order 1/2.

Full work available at URL: https://arxiv.org/abs/1308.1576

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zbMATH Keywords

rate of convergencestochastic partial differential equationsnumerical schemessystem of coupled nonlinear Schrödinger equationspolarization mode dispersion (PMD)

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) NLS equations (nonlinear Schrödinger equations) (35Q55) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

Cited In (5)

• Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion
• Lie-Trotter splitting for the nonlinear stochastic Manakov system
• Fluctuations and temperature effects in bose-einstein condensation
• Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
• Approximated exponential integrators for the stochastic Manakov equation

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