Exponential integrators for nonlinear Schrödinger equations with white noise dispersion

• 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 L2-norm of the solution.

Ämnesord

NATURVETENSKAP  -- Matematik -- Beräkningsmatematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Computational Mathematics (hsv//eng)

NATURVETENSKAP  -- Matematik (hsv//swe)

NATURAL SCIENCES  -- Mathematics (hsv//eng)

Nyckelord

Stochastic partial differential equations

Nonlinear Schrödinger equation

White noise dispersion

Numerical methods

Geometric numerical integration

Exponential integrators

Mean-square convergence

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