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This paper focuses on the construction and analysis of explicit numerical methods of high dimensional stochastic nonlinear Schrodinger equations (SNLSEs). We first prove that the classical explicit numerical methods are unstable and suffer…

Numerical Analysis · Mathematics 2021-12-21 Jianbo Cui

We discuss mathematical methods to derive Nonlinear Schr\"odinger equations (NLS) in "low dimensional" settings, i.e. the 3-dimensional physical space e.g. to 2 or 1 space dimensions. Beside from the case the system exhibits an internal…

Computational Physics · Physics 2023-12-19 Peter Allmer

We study a stochastic boundary value problem on $(0,1)^d$ of elliptic type in dimension $d\ge 4$, driven by a coloured noise. An approximation scheme based on a suitable discretization of the Laplacian on a lattice of $(0,1)^d$ is…

Probability · Mathematics 2007-05-23 Teresa Martínez , Marta Sanz-Solé

In this paper, a weak Local Linearization scheme for Stochastic Differential Equations (SDEs) with multiplicative noise is introduced. First, for a time discretization, the solution of the SDE is locally approximated by the solution of the…

Numerical Analysis · Mathematics 2015-06-19 J. C. Jimenez , C. Mora , M. Selva

We consider the one dimensional focusing (cubic) Nonlinear Schr\"odinger equation (NLS) in the semiclassical limit with exponentially decaying complex-valued initial data, whose phase is multiplied by a real parameter. We prove smooth…

Analysis of PDEs · Mathematics 2016-01-20 Sergey Belov , Stephanos Venakides

We present several methods, which utilize symplectic integration techniques based on two and three part operator splitting, for numerically solving the equations of motion of the disordered, discrete nonlinear Schr\"odinger (DDNLS)…

Computational Physics · Physics 2016-04-11 Enrico Gerlach , Jan Meichsner , Charalampos Skokos

This article is devoted to the analysis of the convergence rates of several nu- merical approximation schemes for linear and nonlinear Schr\"odinger equations on the real line. Recently, the authors have introduced viscous and two-grid…

Numerical Analysis · Mathematics 2011-11-18 Liviu Ignat , Enrique Zuazua

A large toolbox of numerical schemes for dispersive equations has been established, based on different discretization techniques such as discretizing the variation-of-constants formula (e.g., exponential integrators) or splitting the full…

Numerical Analysis · Mathematics 2024-05-20 Frédéric Rousset , Katharina Schratz

In this article, we study a $d$-dimensional stochastic quadratic nonlinear Schr\"{o}dinger equation (SNLS), driven by a fractional derivative (of order $-\alpha<0$) of a space-time white noise: $$\left\{ \begin{array}{l}i\partial_t u-\Delta…

Analysis of PDEs · Mathematics 2022-04-07 Nicolas Schaeffer

This article is devoted to the construction of new numerical methods for the semiclassical Schr\"odinger equation. A phase-amplitude reformulation of the equation is described where the Planck constant epsilon is not a singular parameter.…

Analysis of PDEs · Mathematics 2018-10-15 Philippe Chartier , Loïc Le Treust , Florian Méhats

In this paper we investigate the numerical solution of stochastic partial differential equations (SPDEs) for a wider class of stochastic equations. We focus on non-diagonal colored noise instead of the usual space-time white noise. By…

Numerical Analysis · Mathematics 2013-11-12 Dirk Blömker , Minoo Kamrani

The filtered Lie splitting scheme is an established method for the numerical integration of the periodic nonlinear Schr\"{o}dinger equation at low regularity. Its temporal convergence was recently analyzed in a framework of discrete…

Numerical Analysis · Mathematics 2025-11-19 Lun Ji , Alexander Ostermann

We start a study of various nonlinear PDEs under the effect of a modulation in time of the dispersive term. In particular in this paper we consider the modulated non-linear Schr\"odinger equation (NLS) in dimension 1 and 2 and the…

Analysis of PDEs · Mathematics 2015-01-30 K. Chouk , M. Gubinelli

We propose a novel time-splitting scheme for a class of semilinear stochastic evolution equations driven by cylindrical fractional noise. The nonlinearity is decomposed as the sum of a one-sided, non-globally, Lipschitz continuous function,…

Numerical Analysis · Mathematics 2025-12-11 Xiao-Li Ding , Charles-Edouard Bréhier , Dehua Wang

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

We consider a fully discrete scheme for nonlinear stochastic partial differential equations with non-globally Lipschitz coefficients driven by multiplicative noise in a multi-dimensional setting. Our method uses a polynomial based spectral…

Numerical Analysis · Mathematics 2021-12-23 Can Huang , Jie Shen

We study a quite general class of stochastic dispersive equations with linear multiplicative noise, including especially the Schr\"odinger and Airy equations. The pathwise Strichartz and local smoothing estimates are derived here in both…

Probability · Mathematics 2017-09-13 Deng Zhang

In a recent work [DDRZ20], it has been developed a novel framework aimed at studying at a perturbative level a large class of non-linear, scalar, real, stochastic PDEs and inspired by the algebraic approach to quantum field theory. The main…

Mathematical Physics · Physics 2023-04-04 Alberto Bonicelli , Claudio Dappiaggi , Paolo Rinaldi

In this paper we consider a family of time-dependent 1-dimensional cubic Schr\"odinger equation (NLS) with periodic potential. Exploiting semiclassical scaling and multiscale analysis, we derive an effective nonlinear Dirac equation, which…

Analysis of PDEs · Mathematics 2026-03-19 Elena Danesi

We consider stochastic partial differential equations (SPDEs) on the one-dimensional torus, driven by space-time white noise, and with a time-periodic drift term, which vanishes on two stable and one unstable equilibrium branches. Each of…

Probability · Mathematics 2024-02-27 Nils Berglund , Rita Nader