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arxiv: 1611.08778 · v1 · pith:TBHLTRPEnew · submitted 2016-11-27 · 🧮 math.NA

Convergence in probability of an ergodic and conformal multi-symplectic numerical scheme for a damped stochastic NLS equation

classification 🧮 math.NA
keywords numericalschemeconvergenceorderprobabilityconformaldampeddiscrete
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In this paper, we investigate the convergence order in probability of a novel ergodic numerical scheme for damped stochastic nonlinear Schr\"{o}dinger equation with an additive noise. Theoretical analysis shows that our scheme is of order one in probability under appropriate assumptions for the initial value and noise. Meanwhile, we show that our scheme possesses the unique ergodicity and preserves the discrete conformal multi-symplectic conservation law. Numerical experiments are given to show the longtime behavior of the discrete charge and the time average of the numerical solution, and to test the convergence order, which verify our theoretical results.

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