Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations
文献类型：期刊论文
| 作者 | Cui, Jianbo1,2; Hong, Jialin1,2 ; Liu, Zhihui1,2,4; Zhou, Weien3,5
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| 刊名 | JOURNAL OF DIFFERENTIAL EQUATIONS
 |
| 出版日期 | 2019-04-15 |
| 卷号 | 266期号:9页码:5625-5663 |
| 关键词 | Stochastic nonlinear Schrodinger equation Strong convergence rate Exponential integrability Splitting scheme Non-monotone coefficients |
| ISSN号 | 0022-0396 |
| DOI | 10.1016/j.jde.2018.10.034 |
| 英文摘要 | In this paper, we show that solutions of stochastic nonlinear Schrodinger (NLS) equations can be approximated by solutions of coupled splitting systems. Based on these systems, we propose a new kind of fully discrete splitting schemes which possess algebraic strong convergence rates for stochastic NLS equations. Key ingredients of our approach are using the exponential integrability and stability of the corresponding splitting systems and numerical approximations. In particular, under very mild conditions, we derive the optimal strong convergence rate O(N-2 + tau(1/2)) of the spectral splitting Crank-Nicolson scheme, where N and tau denote the dimension of the approximate space and the time step size, respectively. (C) 2018 Elsevier Inc. All rights reserved. |
| 资助项目 | National Natural Science Foundation of China[91530118] ; National Natural Science Foundation of China[91130003] ; National Natural Science Foundation of China[11021101] ; National Natural Science Foundation of China[91630312] ; National Natural Science Foundation of China[11290142] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000458515200015 |
| 出版者 | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/32368]  |
| 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, LSEC, Acad Math & Syst Sci, ICMSEC, Beijing 100190, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Natl Univ Def Technol, Coll Sci, Changsha, Hunan, Peoples R China 4.Hong Kong Univ Sci & Technol, Dept Math, Kowloon, Clear Water Bay, Hong Kong, Peoples R China 5.Natl Innovat Inst Def Technol, Unmanned Syst Res Ctr, Beijing, Peoples R China |
| 推荐引用方式 GB/T 7714 | Cui, Jianbo,Hong, Jialin,Liu, Zhihui,et al. Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations[J]. JOURNAL OF DIFFERENTIAL EQUATIONS,2019,266(9):5625-5663. |
| APA | Cui, Jianbo,Hong, Jialin,Liu, Zhihui,&Zhou, Weien.(2019).Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations.JOURNAL OF DIFFERENTIAL EQUATIONS,266(9),5625-5663. |
| MLA | Cui, Jianbo,et al."Strong convergence rate of splitting schemes for stochastic nonlinear Schrodinger equations".JOURNAL OF DIFFERENTIAL EQUATIONS 266.9(2019):5625-5663. |
入库方式： OAI收割
来源：数学与系统科学研究院
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