Convergence of a θ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta $$\end{document}-scheme to solve the stochastic nonlinear Schrödinger equation with Stratonovich noise

被引:0
作者
Chuchu Chen
Jialin Hong
Andreas Prohl
机构
[1] Chinese Academy of Sciences,Institute of Computational Mathematics and Scientific/Engineering Computing
[2] Universität Tübingen,Mathematisches Institut
来源
Stochastics and Partial Differential Equations: Analysis and Computations | 2016年 / 4卷 / 2期
关键词
Stochastic nonlinear Schrödinger equation; Stratonovich noise; Temporal discretization; -scheme; Rates of convergence;
D O I
10.1007/s40072-015-0062-x
中图分类号
学科分类号
摘要
We propose a θ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\theta $$\end{document}-scheme to discretize the d-dimensional stochastic cubic Schrödinger equation in Stratonovich sense. A uniform bound for the Hamiltonian of the discrete problem is obtained, which is a crucial property to verify the convergence in probability towards a mild solution. Furthermore, based on the uniform bounds of iterates in H2(O)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb H}^2(\mathscr {O})$$\end{document} for O⊂R1\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathscr {O}\subset \mathbb {R}^{1}$$\end{document}, the convergence order 12\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\frac{1}{2}$$\end{document} in strong local sense is obtained.
引用
收藏
页码:274 / 318
页数:44
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