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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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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. |
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ISSN: | 0036-1429 1095-7170 |
DOI: | 10.1137/151005208 |