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SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRODINGER EQUATION

文献类型：期刊论文

作者Chen, Chuchu; Hong, Jialin
刊名SIAM JOURNAL ON NUMERICAL ANALYSIS
出版日期2016
卷号54期号:4页码:2569-2593
关键词stochastic Schrodinger equation infinite-dimensional stochastic Hamiltonian system symplectic structure symplectic Runge-Kutta method semidiscretization mean-square convergence order
ISSN号0036-1429
DOI10.1137/151005208
英文摘要Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schrodinger equation in the Stratonovich sense is an infinite-dimensional stochastic Hamiltonian system, whose phase flow preserves symplecticity. We propose a general class of stochastic symplectic Runge-Kutta methods in the temporal direction to the stochastic Schrodinger equation in the Stratonovich sense and show that the methods preserve the charge conservation law. We present a convergence theorem on the relationship between the mean-square convergence order of a semi-discrete method and its local accuracy order. Taking the stochastic midpoint scheme as an example of stochastic symplectic Runge-Kutta methods in the temporal direction, based on the theorem we show that the mean-square convergence order of the semidiscrete scheme is 1 under appropriate assumptions.
资助项目National Natural Science Foundation of China[91130003] ; National Natural Science Foundation of China[11021101] ; National Natural Science Foundation of China[11290142]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000385274300024
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/23764]  
专题计算数学与科学工程计算研究所
通讯作者Chen, Chuchu
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Chuchu,Hong, Jialin. SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRODINGER EQUATION[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2016,54(4):2569-2593.
APA Chen, Chuchu,&Hong, Jialin.(2016).SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRODINGER EQUATION.SIAM JOURNAL ON NUMERICAL ANALYSIS,54(4),2569-2593.
MLA Chen, Chuchu,et al."SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRODINGER EQUATION".SIAM JOURNAL ON NUMERICAL ANALYSIS 54.4(2016):2569-2593.

入库方式： OAI收割

来源：数学与系统科学研究院

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