Please use this identifier to cite or link to this item: https://doi.org/10.1093/imanum/drs051
Title: A mass-preserving splitting scheme for the stochastic Schrödinger equation with multiplicative noise
Authors: Liu, J. 
Keywords: mass preserving
splitting scheme
stochastic Schrödinger equation
strong convergence
Issue Date: Oct-2013
Citation: Liu, J. (2013-10). A mass-preserving splitting scheme for the stochastic Schrödinger equation with multiplicative noise. IMA Journal of Numerical Analysis 33 (4) : 1469-1479. ScholarBank@NUS Repository. https://doi.org/10.1093/imanum/drs051
Abstract: We present a mass-preserving scheme for the stochastic nonlinear Schrödinger equation with multiplicative noise of Stratonovich type. It is a splitting scheme and we present an explicit formula for solving the sub-step related to the nonlinear part. The scheme is unconditionally stable in the L2 norm. For the linear stochastic Schrödinger equation, we prove that the scheme has a strong convergence rate in time equal to 1, which is not common for stochastic partial differential equations with noise depending on space and time. © The authors 2013. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.
Source Title: IMA Journal of Numerical Analysis
URI: http://scholarbank.nus.edu.sg/handle/10635/102674
ISSN: 02724979
DOI: 10.1093/imanum/drs051
Appears in Collections:Staff Publications

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