Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion

Radoin Belaouar 1, * Anne De Bouard 1, * Arnaud Debussche 2, 3, *
* Auteur correspondant
2 IPSO - Invariant Preserving SOlvers
IRMAR - Institut de Recherche Mathématique de Rennes, Inria Rennes – Bretagne Atlantique
Abstract : This article is devoted to the numerical study of a nonlinear Schrödinger equation in which the coefficient in front of the group velocity dispersion is multiplied by a real valued Gaussian white noise. We first perform the numerical analysis of a semi-discrete Crank-Nicolson scheme in the case when the continuous equation possesses a unique global solution. We prove that the strong order of convergence in probability is equal to one in this case. In a second step, we numerically investigate, in space dimension one, the behavior of the solutions of the equation for different power nonlinearities, corresponding to subcritical, critical or supercritical nonlinearities in the deterministic case. Numerical evidence of a change in the critical power due to the presence of the noise is pointed out.
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Stochastic Partial Differential Equations : Analysis and Computations, 2015, 3 (1), pp.103-132. 〈10.1007/s40072-015-0044-z〉
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Radoin Belaouar, Anne De Bouard, Arnaud Debussche. Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion. Stochastic Partial Differential Equations : Analysis and Computations, 2015, 3 (1), pp.103-132. 〈10.1007/s40072-015-0044-z〉. 〈hal-00948570〉

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