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

文献类型：期刊论文

作者Cui, Jianbo1; Hong, Jialin2
刊名SIAM JOURNAL ON NUMERICAL ANALYSIS
出版日期2018
卷号56期号:4页码:2045-2069
关键词damped stochastic nonlinear Schrodinger equation exponential integrability strong order weak order Kolmogorov equation
ISSN号0036-1429
DOI10.1137/17M1154904
英文摘要In this paper, we investigate the damped stochastic nonlinear Schrodinger (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 1/2 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.
资助项目National Natural Science Foundation of China[91630312] ; National Natural Science Foundation of China[91530118] ; National Natural Science Foundation of China[11290142]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000443291900004
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/31149]  
专题计算数学与科学工程计算研究所
通讯作者Cui, Jianbo
作者单位1.Chinese Acad Sci, Acad Math & Syst Sci, LSEC, ICMSEC, Beijing 100190, Peoples R China
2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
推荐引用方式
GB/T 7714		 Cui, Jianbo,Hong, Jialin. ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2018,56(4):2045-2069.
APA Cui, Jianbo,&Hong, Jialin.(2018).ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE.SIAM JOURNAL ON NUMERICAL ANALYSIS,56(4),2045-2069.
MLA Cui, Jianbo,et al."ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE".SIAM JOURNAL ON NUMERICAL ANALYSIS 56.4(2018):2045-2069.

入库方式： OAI收割

来源：数学与系统科学研究院

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