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|Title:||Order of convergence of splitting schemes for both deterministic and stochastic nonlinear Schrödinger equations|
Nonlinear Schrödinger equation
Stochastic partial differential equation
|Citation:||Liu, J. (2013). Order of convergence of splitting schemes for both deterministic and stochastic nonlinear Schrödinger equations. SIAM Journal on Numerical Analysis 51 (4) : 1911-1932. ScholarBank@NUS Repository. https://doi.org/10.1137/12088416X|
|Abstract:||We first prove the second order convergence of the Strang-type splitting scheme for the nonlinear Schrödinger equation. The proof does not require commutator estimates but crucially relies on an integral representation of the scheme. It reveals the connection between Strang-type splitting and the midpoint rule. We then show that the integral representation idea can also be used to study the stochastic nonlinear Schrödinger equation with multiplicative noise of Stratonovich type. Even though the nonlinear term there is not globally Lipschitz, we prove the first order convergence of a splitting scheme of it. Both schemes preserve the mass. They are very efficient because they use explicit formulas to solve the subproblems containing the nonlinear or the nonlinear plus stochastic terms. © 2013 Society for Industrial and Applied Mathematics.|
|Source Title:||SIAM Journal on Numerical Analysis|
|Appears in Collections:||Staff Publications|
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