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A semi-discrete scheme for the stochastic nonlinear Schrödinger equation

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Summary.

We study the convergence of a semi-discretized version of a numerical scheme for a stochastic nonlinear Schrödinger equation. The nonlinear term is a power law and the noise is multiplicative with a Stratonovich product. Our scheme is implicit in the deterministic part of the equation as is usual for conservative equations. We also use an implicit discretization of the noise which is better suited to Stratonovich products. We consider a subcritical nonlinearity so that the energy can be used to obtain an a priori estimate. However, in the semi discrete case, no Ito formula is available and we have to use a discrete form of this tool. Also, in the course of the proof we need to introduce a cut-off of the diffusion coefficient, which allows to treat the nonlinearity. Then, we prove convergence by a compactness argument. Due to the presence of noise and to the implicit discretization of the noise, this is rather complicated and technical. We finally obtain convergence of the discrete solutions in various topologies.

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Authors and Affiliations

  1. CNRS et Université Paris-Sud, UMR 8628, Bât. 425, Université de Paris-Sud, 91405, Orsay Cedex, France

    A. De Bouard

  2. ENS de Cachan, Antenne de Bretagne, Campus de Ker Lann, Av. R. Schuman, 35170, Bruz, France

    A. Debussche

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  1. A. De Bouard
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  2. A. Debussche
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Correspondence to A. Debussche.

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Mathematics Subject Classification (2000): 35Q55, 60H15, 65M06, 65M12

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De Bouard, A., Debussche, A. A semi-discrete scheme for the stochastic nonlinear Schrödinger equation. Numer. Math. 96, 733–770 (2004). https://doi.org/10.1007/s00211-003-0494-5

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  • DOI: https://doi.org/10.1007/s00211-003-0494-5

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