ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRÖDINGER EQUATION WITH MULTIPLICATIVE NOISE.

Autor: JIANBO CUI, JIALIN HONG
Předmět:
Zdroj: SIAM Journal on Numerical Analysis; 2018, Vol. 56 Issue 4, p2045-2069, 25p
Abstrakt: In this paper, we investigate the damped stochastic nonlinear Schrödinger (NLS) equation with multiplicative noise and its splitting-based approximation. When the damped effect is large enough, we prove that the solutions of both the damped stochastic NLS equation and the splitting scheme are exponentially stable and possess some exponential integrability. These properties show that the strong order of the scheme is 1 and independent of time. Additionally, we analyze the regularity of the Kolmogorov equation with respect to the stochastic NLS equation. As a consequence, the weak order of the scheme is shown to be 1 and independent of time. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index