A mass-preserving splitting scheme for the stochastic Schrödinger equation with multiplicative noise
نویسندگان
چکیده
We present a mass-preserving scheme for the stochastic nonlinear Schrödinger equation with multiplicative noise of Stratonovich type. It is a splitting scheme and we present an explicit formula for solving the sub-step related to the nonlinear part. The scheme is unconditionally stable in the L2 norm. For the linear stochastic Schrödinger equation, we prove that the scheme has a strong convergence rate in time equal to 1, which is not common for stochastic partial differential equations with noise depending on space and time.
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تاریخ انتشار 2013