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In this paper, we consider the well-posedness of the weakly damped stochastic nonlinear Schr\"odinger(NLS) equation driven by multiplicative noise. First, we show the global existence of the unique solution for the damped stochastic NLS…

概率论 · 数学 2018-01-18 Jianbo Cui , Jialin Hong , Liying Sun

We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It\^o noise. The class of nonlinearities of interest includes nonlocal…

数值分析 · 数学 2022-11-16 Charles-Edouard Bréhier , David Cohen

In this paper, we propose and analyze an adaptive time-stepping fully discrete scheme which possesses the optimal strong convergence order for the stochastic nonlinear Schr\"odinger equation with multiplicative noise. Based on the splitting…

数值分析 · 数学 2022-12-06 Chuchu Chen , Tonghe Dang , Jialin Hong

In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order…

数值分析 · 数学 2016-11-29 Jialin Hong , Lihai Ji , Xu Wang

This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…

数值分析 · 数学 2025-04-23 Jie Zhu , Yujun Zhu , Ju Ming , Max D. Gunzburger

We prove the optimal strong convergence rate of a fully discrete scheme, based on a splitting approach, for a stochastic nonlinear Schr\"odinger (NLS) equation. The main novelty of our method lies on the uniform a priori estimate and…

数值分析 · 数学 2019-02-25 Jianbo Cui , Jialin Hong , Zhihui Liu , Weien Zhou

Since the kinetic and the potential energy term of the real time nonlinear Schr\"odinger equation can each be solved exactly, the entire equation can be solved to any order via splitting algorithms. We verified the fourth-order convergence…

计算物理 · 物理学 2015-05-13 Siu A. Chin

We analyse a splitting integrator for the time discretization of the Schr\"odinger equation with nonlocal interaction cubic nonlinearity and white noise dispersion. We prove that this time integrator has order of convergence one in the…

数值分析 · 数学 2020-11-03 Charles-Edouard Bréhier , David Cohen

We study a damped stochastic non-linear Schr\"{o}dinger (NLS) equation driven by an additive noise. It is white in time and smooth in space. Using a coupling method, we establish convergence of the Markovian transition semi-group toward a…

偏微分方程分析 · 数学 2007-05-23 Arnaud Debussche , Cyril Odasso

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…

数值分析 · 数学 2021-12-21 Jianbo Cui

We consider the stochastic nonlinear Schroedinger equation driven by a multiplicative noise in a semiclassical regime, where the Plank constant is small. In this regime, the solution of the equation exhibits high-frequency oscillations. We…

数值分析 · 数学 2024-08-20 Lihai Ji , Zhihui Liu

We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…

偏微分方程分析 · 数学 2020-12-23 Tadahiro Oh , Oana Pocovnicu , Yuzhao Wang

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…

偏微分方程分析 · 数学 2022-04-07 Nicolas Schaeffer

For nonlinear dispersive systems, the nonlinear Schr\"odinger (NLS) equation can usually be derived as a formal approximation equation describing slow spatial and temporal modulations of the envelope of a spatially and temporally…

偏微分方程分析 · 数学 2021-01-18 Max Heß

We apply the proper orthogonal decomposition (POD) to the nonlinear Schr\"odinger (NLS) equation to derive a reduced order model. The NLS equation is discretized in space by finite differences and is solved in time by structure preserving…

数值分析 · 数学 2015-11-26 Bülent Karasözen , Canan Akkoyunlu , Murat Uzunca

In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal…

数值分析 · 数学 2016-06-07 Chuchu Chen , Jialin Hong , Xu Wang

We consider numerical instability that can be observed in simulations of localized solutions of the generalized nonlinear Schr\"odinger equation (NLS) by a split-step method where the linear part of the evolution is solved by a…

斑图形成与孤子 · 物理学 2014-10-15 Taras I. Lakoba

An initial-boundary value problem for the $n$-dimensional ($n\geq 2$) time-dependent Schr\"odinger equation in a semi-infinite (or infinite) parallelepiped is considered. Starting from the Numerov-Crank-Nicolson finite-difference scheme, we…

数值分析 · 数学 2026-01-05 Bernard Ducomet , Alexander Zlotnik , Alla Romanova

The spatially periodic breather solutions (SPBs) of the nonlinear Schr\"odinger equation, prominent in modeling rogue waves, are unstable. In this paper we numerically investigate the effects of nonlinear dissipation and higher order…

斑图形成与孤子 · 物理学 2022-06-15 C. M. Schober , A. Islas

In this paper, we propose a stochastic conformal multi-symplectic method for a class of damped stochastic Hamiltonian partial differential equations in order to inherit the intrinsic properties, and apply the numerical method to solve a…

辛几何 · 数学 2018-03-30 Chuchu Chen , Jialin Hong , Lihai Ji
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