Mean-square convergence of a symplectic local discontinuous Galerkin method applied to stochastic linear Schrodinger equation

被引:13
作者
Chen, Chuchu [1 ]
Hong, Jialin [1 ]
Ji, Lihai [2 ]
机构
[1] Chinese Acad Sci, State Key Lab Sci & Engn Comp, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100190, Peoples R China
[2] Inst Appl Phys & Computat Math, Beijing 100094, Peoples R China
关键词
symplectic method; local discontinuous Galerkin method; stochastic linear Schrodinger equation; L-2-stability; charge conservation law; mean-square convergence; SEMIDISCRETE SCHEME; SOLITONS; SYSTEMS; ORDER;
D O I
10.1093/imanum/drw023
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this article, we investigate the mean-square convergence of a novel symplectic local discontinuous Galerkin method in L-2-norm for stochastic linear Schrodinger equation with multiplicative noise. It is shown that the mean-square error is bounded, not only by the temporal and spatial step sizes, but also by their ratio. The mean-square convergence rate with respect to the computational cost is derived under appropriate assumptions for initial data and noise. Meanwhile, we show that the method preserves the discrete charge conservation law, which implies an L-2-stability.
引用
收藏
页码:1041 / 1065
页数:25
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