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ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2045-2069
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:11/0  |  Submit date:2018/10/07
damped stochastic nonlinear Schrodinger equation  exponential integrability  strong order  weak order  Kolmogorov equation  
ANALYSIS OF A SPLITTING SCHEME FOR DAMPED STOCHASTIC NONLINEAR SCHRODINGER EQUATION WITH MULTIPLICATIVE NOISE 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2018, 卷号: 56, 期号: 4, 页码: 2045
Authors:  Cui, Jianbo;  Hong, Jialin
Favorite  |  View/Download:4/0  |  Submit date:2019/12/31
NUMERICAL ANALYSIS ON ERGODIC LIMIT OF APPROXIMATIONS FOR STOCHASTIC NLS EQUATION VIA MULTI-SYMPLECTIC SCHEME 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 1, 页码: 305-327
Authors:  Hong, Jialin;  Wang, Xu;  Zhang, Liying
Favorite  |  View/Download:5/0  |  Submit date:2018/07/30
stochastic Schriidinger equation  multiplicative noise  unique ergodicity  multisymplectic scheme  weak error