Randomized exponential integrators for modulated nonlinear Schrödinger equations

DOI10.1093/IMANUM/DRZ050zbMATH Open1465.65002arXiv1711.01091OpenAlexW2999112156WikidataQ115538985 ScholiaQ115538985MaRDI QIDQ5857342FDOQ5857342

Authors: Martina Hofmanová, Marvin Knöller, Katharina Schratz 

Publication date: 31 March 2021

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Abstract: We consider the nonlinear Schr"odinger equation with dispersion modulated by a (formal) derivative of a time-dependent function with fractional Sobolev regularity of class $W^{alpha,2}$ for some $alphain(0,1)$. Due to the loss of smoothness in the problem classical numerical methods face severe order reduction. In this work, we develop and analyze a new randomized exponential integrator based on a stratified Monte Carlo approximation. The new discretization technique averages the high oscillations in the solution allowing for improved convergence rates of order $alpha+1/2$. In addition, the new approach allows us to treat a far more general class of modulations than the available literature. Numerical results underline our theoretical findings and show the favorable error behavior of our new scheme compared to classical methods.

Full work available at URL: https://arxiv.org/abs/1711.01091

Recommendations

• Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
• Exponential integrators for stochastic Schrödinger equations driven by Itô noise
• Explicit modulus conserving scheme for the nonlinear Schrödinger equation
• One-stage exponential integrators for nonlinear Schrödinger equations over long times
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
• Numerical integrators for continuous disordered nonlinear Schrödinger equation
• Exponential Runge-Kutta methods for the Schrödinger equation
• Stochastic multi-symplectic integrator for stochastic nonlinear Schrödinger equation
• Efficiency of exponential time differencing schemes for nonlinear Schrödinger equations
• An accurate approximation of exponential integrators for the Schrödinger equation

zbMATH Keywords

error analysismodulated Schrödingerrandomized exponential integrator

Mathematics Subject Classification ID

Monte Carlo methods (65C05) NLS equations (nonlinear Schrödinger equations) (35Q55) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Cited In (6)

• Mathematical analysis of a randomized method for fractional Carathéodory type equation with time-irregular coefficients
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
• Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion
• Exponential integrators for nonlinear Schrödinger equations with white noise dispersion
• Approximated exponential integrators for the stochastic Manakov equation
• Numerical integrators for continuous disordered nonlinear Schrödinger equation

This page was built for publication: Randomized exponential integrators for modulated nonlinear Schrödinger equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5857342)