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arxiv: 1410.6228 · v2 · pith:5NW4ZJN2new · submitted 2014-10-23 · 🧮 math.NA

Symplectic Runge-Kutta Semi-discretization for Stochastic Schr\"odinger Equation

classification 🧮 math.NA
keywords stochasticconvergenceequationmethodsodingerorderrunge-kuttaschr
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Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schr\"odinger equation in 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 temporal direction to the stochastic Schr\"odinger equation in 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 stochastic midpoint scheme as an example of stochastic symplectic Runge-Kutta methods in temporal direction, based on the theorem we show that the mean-square convergence order of the semi-discrete scheme is 1 under appropriate assumptions.

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