SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRODINGER EQUATION

被引:29
作者
Chen, Chuchu [1 ]
Hong, Jialin [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
基金
中国国家自然科学基金;
关键词
stochastic Schrodinger equation; infinite-dimensional stochastic Hamiltonian system; symplectic structure; symplectic Runge-Kutta method; semidiscretization; mean-square convergence order; SCHEME; ORDER; CONVERGENCE; DYNAMICS;
D O I
10.1137/151005208
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schrodinger equation in the Stratonovich sense is an infinite-dimensional stochastic Hamiltonian system, whose phase flow preserves symplecticity. We propose a general class of stochastic symplectic Runge-Kutta methods in the temporal direction to the stochastic Schrodinger equation in the Stratonovich sense and show that the methods preserve the charge conservation law. We present a convergence theorem on the relationship between the mean-square convergence order of a semi-discrete method and its local accuracy order. Taking the stochastic midpoint scheme as an example of stochastic symplectic Runge-Kutta methods in the temporal direction, based on the theorem we show that the mean-square convergence order of the semidiscrete scheme is 1 under appropriate assumptions.
引用
收藏
页码:2569 / 2593
页数:25
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