Non-Monte Carlo formulations and computational techniques for the stochastic nonlinear Schrödinger equation

DOI10.1016/J.JCP.2004.05.009MaRDI QIDQ703445zbMATH OpenOpenAlexWikidataFDO

Authors Alper Demir

Publication date 11 January 2005

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

Full work available at URL https://doi.org/10.1016/j.jcp.2004.05.009

zbMATH Keywords

numerical examplesLyapunov matrix equationMonte Carlo methodspectral methodsnoise analysisnon-stationary noisecomparison of metodslinearly implicit integration methodsoptical fiber communicationsstochastic 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) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

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Cites work

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• scientific article; zbMATH DE number 3438157 (Why is no real title available?)
• scientific article; zbMATH DE number 3998900 (Why is no real title available?)
• A fast spectral algorithm for nonlinear wave equations with linear dispersion
• A stochastic model of IndoPacific sea surface temperature anomalies
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Fourth-Order Time-Stepping for Stiff PDEs
• Handbook of stochastic methods for physics, chemistry and the natural sciences
• Model reduction methods based on Krylov subspaces
• Solving Ordinary Differential Equations I
• Spectral Methods in MATLAB

Cited in

(3)

• scientific article; zbMATH DE number 1296949 (Why is no real title available?)
• Some results on discrete eigenvalues for the stochastic nonlinear Schrödinger equation in fiber optics
• scientific article; zbMATH DE number 2206850 (Why is no real title available?)

Describes a project that uses

Uses Software

• Matlab

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