Numerical study of two-dimensional stochastic NLS equations

被引:23
作者
Barton-Smith, M
Debussche, A
Di Menza, L
机构
[1] Univ Paris 11, F-91405 Orsay, France
[2] ENS, F-35170 Bruz, France
[3] ENPC, CERMICS, F-77455 Champ Sur Marne, France
关键词
stochastic partial differential equations; multiplicative and additive noise; nonlinear Schrodinger equations; finite difference schemes; refinement procedure;
D O I
10.1002/num.20064
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we numerically solve the two-dimensional stochastic nonlinear Schrodinger equation in the case of multiplicative and additive white noises. The aim is to investigate their influence on well-known deterministic solutions: stationary states and blowing-up solutions. In the first case, we find that a multiplicative noise has a damping effect very similar to diffusion. However, for small amplitudes of the noise, the structure of solitary state is still localized. In the second case, a local refinement algorithm is used to overcome the difficulty arising for the computation of singular solutions. Our experiments show that multiplicative white noise stops the deterministic blow-up that occurs in the critical case. This extends the results of Debussche and Di Menza (Physica D, 162(3-4) 2002, 131-154) in the one-dimensional case. (c) 2005 Wiley Periodicals, Inc.
引用
收藏
页码:810 / 842
页数:33
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