Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrödinger equation

DOI10.1007/S00245-006-0875-0zbMATH Open1109.60051OpenAlexW2084865958MaRDI QIDQ861504FDOQ861504

Authors: A. de Bouard, A. Debussche 

Publication date: 29 January 2007

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-006-0875-0

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zbMATH Keywords

weak orderStochastic 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)

Cited In (44)

• Convergence analysis of a symplectic semi-discretization for stochastic nls equation with quadratic potential
• Rate of weak convergence of the finite element method for the stochastic heat equation with additive noise
• Approximation of invariant measure for damped stochastic nonlinear Schrödinger equation via an ergodic numerical scheme
• Weak convergence rates for stochastic evolution equations and applications to nonlinear stochastic wave, HJMM, stochastic Schrödinger and linearized stochastic Korteweg-de Vries equations
• Symplectic Runge-Kutta semidiscretization for stochastic Schrödinger equation
• Stable numerical methods for a stochastic nonlinear Schrödinger equation with linear multiplicative noise
• Weak convergence rates of spectral Galerkin approximations for SPDEs with nonlinear diffusion coefficients
• Weak order for the discretization of the stochastic heat equation driven by impulsive noise
• Analysis of a splitting scheme for damped stochastic nonlinear Schrödinger equation with multiplicative noise
• Parareal Exponential $\theta$-Scheme for Longtime Simulation of Stochastic Schrödinger Equations with Weak Damping
• Weak convergence for a spatial approximation of the nonlinear stochastic heat equation
• Computational methods for the dynamics of the nonlinear Schrödinger/Gross-Pitaevskii equations
• The numerical approximation of stochastic partial differential equations
• Weak convergence analysis of the linear implicit Euler method for semilinear stochastic partial differential equations with additive noise
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise
• Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion
• Strong convergence rate of finite difference approximations for stochastic cubic Schrödinger equations
• Weak convergence rates for Euler-type approximations of semilinear stochastic evolution equations with nonlinear diffusion coefficients
• Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
• Weak convergence of finite element method for stochastic elastic equation driven by additive noise
• Weak order for the discretization of the stochastic heat equation
• Weak approximation of stochastic partial differential equations: the nonlinear case
• An adaptive time-stepping fully discrete scheme for stochastic NLS equation: Strong convergence and numerical asymptotics
• A charge-preserving compact splitting method for solving the coupled stochastic nonlinear Schrödinger equations
• A semi-discrete scheme for the stochastic nonlinear Schrödinger equation
• Convergence of a \(\theta \)-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise
• The nonlinear stochastic Schrödinger equation via stochastic Strichartz estimates
• Weak approximation of the stochastic wave equation
• Weak convergence of finite element approximations of linear stochastic evolution equations with additive noise. II: Fully discrete schemes
• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation
• Weak convergence rates for temporal numerical approximations of the semilinear stochastic wave equation with multiplicative noise
• Numerical analysis of the midpoint scheme for the generalized Benjamin-Bona-Mahony equation with white noise dispersion
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE
• Solving parabolic stochastic partial differential equations via averaging over characteristics
• A mild Itô formula for SPDEs
• Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion
• Approximated exponential integrators for the stochastic Manakov equation
• Explicit approximation for stochastic nonlinear Schrödinger equation
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus
• Numerical solution of conservative finite-dimensional stochastic Schrödinger equations
• Strong convergence rate of splitting schemes for stochastic nonlinear Schrödinger equations
• Probability and pathwise order of convergence of a semidiscrete scheme for the stochastic Manakov equation
• Weak convergence rates for spatial spectral Galerkin approximations of semilinear stochastic wave equations with multiplicative noise
• Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises

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