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arxiv: 1410.6231 · v2 · pith:LHH6QUUJnew · submitted 2014-10-23 · 🧮 math.NA

Convergence of a θ-scheme to solve the stochastic nonlinear Schr\"odinger equation with Stratonovich noise

classification 🧮 math.NA
keywords convergenceequationmathbbmathcalobtainedodingerschemeschr
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We propose a $\theta$-scheme to discretize the $d$-dimensional stochastic cubic Schr\"odinger equation in Stratono\-vich sense. A uniform bound for the Hamiltonian of the discrete problem is obtained, which is a crucial property to verify the convergence in probability towards a mild solution. Furthermore, based on the uniform bounds of iterates in ${\mathbb H}^2(\mathcal{O})$ for $\mathcal{O}\subset\mathbb{R}^{1}$, the optimal convergence order 1 in strong local sense is obtained.

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