SYMPLECTIC RUNGE-KUTTA SEMIDISCRETIZATION FOR STOCHASTIC SCHRÖDINGER EQUATION

Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schrödinger 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-Kut...

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Veröffentlicht in:SIAM journal on numerical analysis 2016-01, Vol.54 (4), p.2569-2593
Hauptverfasser: CHEN, CHUCHU, HONG, JIALIN
Format: Artikel
Sprache:eng
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Zusammenfassung:Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schrödinger 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 Schrödinger 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.
ISSN:0036-1429
1095-7170
DOI:10.1137/151005208