Display Abstract

Title A Splitting Method for a Stochastic Schr{\"o}dinger Equation

Name Wilfried Grecksch
Country Germany
Email wilfried.grecksch@mathematik.uni-halle.de
Co-Author(s)
Submit Time 2014-02-16 05:15:02
Session
Special Session 109: Stochastic Partial Differential Equations
Contents
We construct a splitting method for a nonlinear one dimensional stochastic Schr{\"o}dinger equation with bounded domain and homogeneous Neumann boundaries conditions. We approximate the solution of our problem by the sequence of solutions of two types of equations: one without stochastic integral term, but containing the Laplace operator and the other one containing only the stochastic integral term. The two types of equations are connected to each other by their initial values. We prove that the solutions of these equations both converge strongly to the variational solution of the Schr{\"o}dinger equation. The idea of proof is based on $[1]$. \\ \\ References \\ \\ $[1]$ Grecksch, W., Lisei, H.: Approximation of Stochastic Nonlinear Equations of Schr{\"o}dinger Type by the splitting method. Stoch.Anal.Appl. 31: 314-335, 2013