| Abstract: |
| It`s know that when discretizing stochastic ordinary equation with non-globally Lipschitz coefficient, the traditional numerical method, like Euler method, may be divergent and not converge in strong or weak sense. For stochastic partial different equation with non-globally Lipschitz coefficient, there exists fewer result on the strong and weak convergence results of numerical methods. In this talk, we will discuss several numerical schemes approximating stochastic Schrodinger Equation. Under certain condition, we show that the exponential integrability preserving schemes are strongly and weakly convergent with positive orders |
|