Exponential integrators for nonlinear Schrödinger equations with white noise dispersion - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Article Dans Une Revue Stochastics and Partial Differential Equations: Analysis and Computations Année : 2017

Exponential integrators for nonlinear Schrödinger equations with white noise dispersion

Résumé

This article deals with the numerical integration in time of the nonlinear Schrödinger equation with power law nonlinearity and random dispersion. We introduce a new explicit exponential integrator for this purpose that integrates the noisy part of the equation exactly. We prove that this scheme is of mean-square order 1 and we draw consequences of this fact. We compare our exponential integrator with several other numerical methods from the literature. We finally propose a second exponential integrator, which is implicit and symmetric and, in contrast to the first one, preserves the $L 2-norm$ of the solution.
Fichier principal
Vignette du fichier
schrodCohenDujardin.pdf (3.54 Mo) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01403036 , version 1 (25-11-2016)

Identifiants

Citer

David Cohen, Guillaume Dujardin. Exponential integrators for nonlinear Schrödinger equations with white noise dispersion. Stochastics and Partial Differential Equations: Analysis and Computations, 2017, pp.592-613. ⟨10.1007/s40072-017-0098-1⟩. ⟨hal-01403036⟩
216 Consultations
242 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More