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EXPONENTIAL INTEGRATORS FOR STOCHASTIC SCHRODINGER EQUATIONS DRIVEN BY ITO NOISE 被引量:1

EXPONENTIAL INTEGRATORS FOR STOCHASTIC SCHRODINGER EQUATIONS DRIVEN BY ITO NOISE
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摘要 We study an explicit exponential scheme for the time discretisation of stochastic SchrS- dinger Equations Driven by additive or Multiplicative It6 Noise. The numerical scheme is shown to converge with strong order 1 if the noise is additive and with strong order 1/2 for multiplicative noise. In addition, if the noise is additive, we show that the exact solutions of the linear stochastic Sehr6dinger equations satisfy trace formulas for the expected mass, energy, and momentum (i. e., linear drifts in these quantities). Furthermore, we inspect the behaviour of the numerical solutions with respect to these trace formulas. Several numerical simulations are presented and confirm our theoretical results. We study an explicit exponential scheme for the time discretisation of stochastic SchrS- dinger Equations Driven by additive or Multiplicative It6 Noise. The numerical scheme is shown to converge with strong order 1 if the noise is additive and with strong order 1/2 for multiplicative noise. In addition, if the noise is additive, we show that the exact solutions of the linear stochastic Sehr6dinger equations satisfy trace formulas for the expected mass, energy, and momentum (i. e., linear drifts in these quantities). Furthermore, we inspect the behaviour of the numerical solutions with respect to these trace formulas. Several numerical simulations are presented and confirm our theoretical results.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2018年第2期276-309,共34页 计算数学(英文)
关键词 Stochastic partial differential equations Stochastic SchrSdinger equations Numerical methods Geometric numerical integration Stochastic exponential integrators Strong convergence Trace formulas. Stochastic partial differential equations, Stochastic SchrSdinger equations,Numerical methods, Geometric numerical integration, Stochastic exponential integrators,Strong convergence, Trace formulas.
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