Hostname: page-component-cd9895bd7-gxg78 Total loading time: 0 Render date: 2024-12-29T14:14:06.307Z Has data issue: false hasContentIssue false

Stochastic Multi-Symplectic Integrator for Stochastic Nonlinear Schrödinger Equation

Published online by Cambridge University Press:  03 June 2015

Shanshan Jiang*
Affiliation:
College of Science, Beijing University of Chemical Technology, Beijing 100029, P.R. China
Lijin Wang*
Affiliation:
School of Mathematical Sciences, Graduate University of Chinese Academy of Sciences, Beijing 100049, P.R. China
Jialin Hong*
Affiliation:
State Key Laboratory of Scientific and Engineering Computing, Institute of ComputationalMathematics and Scientific/Engineering Computing, Academy of Mathematics and System Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100190, P.R. China
*
Corresponding author.Email:[email protected]
Get access

Abstract

In this paper we propose stochastic multi-symplectic conservation law for stochastic Hamiltonian partial differential equations, and develop a stochastic multi-symplectic method for numerically solving a kind of stochastic nonlinear Schrödinger equations. It is shown that the stochastic multi-symplectic method preserves the multi-symplectic structure, the discrete charge conservation law, and deduces the recurrence relation of the discrete energy. Numerical experiments are performed to verify the good behaviors of the stochastic multi-symplectic method in cases of both solitary wave and collision.

Type
Research Article
Copyright
Copyright © Global Science Press Limited 2013

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1]Bang, O., Christiansen, P.L., ø, K.Rasmussen, White noise in the two-dimensional nonlinear Schrödinger equation, Appl. Math., 57 (1995), 315.Google Scholar
[2]Bouard, A.De, Debussche, A., Di Menza, L., Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations, Monte-Carlo Meth. Appl., 7(1-2)(2001), 5563.Google Scholar
[3]Debussche, A., Di Menza, L., Numerical simulation of focusing stochastic nonlinear Schrödinger equations, Phys. D,162(2002), 131154.CrossRefGoogle Scholar
[4]De Bouard, A., Debussche, A., Weak and strong order of convergence of a semi discrete scheme for the stochastic Nonlinear Schrodinger equation, Appl. Mathe. Optim., 54 (2006), 369399.CrossRefGoogle Scholar
[5]Abdullaev, F.Kh., Garuier, J., Soliton in media with random dispersive perturbations, Physica. D, 134 (1999), 303315.Google Scholar
[6]Bridges, T., Reich, S., Multi-symplectic integrators: numerical schemes for Hamiltonian PDEs that conserve symplecticity, Phys. Lett. A, 284 (2001), 184193.Google Scholar
[7]Hairer, E., Lubich, C., Wanner, G., Geometric Numerical Integration, Structure-Preserving Algorithms for Ordinary Differential Equations, Springer-Verlag, 2002.Google Scholar
[8]Hong, J., Liu, Y., H Munthe-Kaas and A Zanna, Globally conservative properties and error estimation of a multi-symplectic scheme for Schrödinger equations with variable coefficients, Appl. Numer. Math., 56 (2006), 814843.Google Scholar
[9]Hong, J., Liu, X., Li, C., Multi-symplectic Runge-Kutta methods for nonlinear Schrödinger equations with variable coefficients, J. Comput. Phys., 226 (2007), 19681984.Google Scholar
[10]Hong, J., Scherer, R., Wang, L., Midpoint Rule for a Linear Stochastic Oscillator with Additive Noise, Neural Parallel and Scientific Computing, 14 (2006), 112.Google Scholar
[11]Iserles, A., A First Course in the Numerical Analysis of Differential Equations, Cambridge University Press, Cambridge, 1996.Google Scholar
[12]Islas, A., Karpeev, D., Schober, C., Geometric integrators for the nonlinear Schrödinger equation, J. Comput. Phys., 173 (2001), 116148.Google Scholar
[13]Konotop, V., Vazquez, L., Nonlinear Random Waves, World Scientific, River Edge. NJ, 1994.Google Scholar
[14]Marsden, J., Patrick, G., Shkoller, S., Multi-symplectic geometry, variational integrators, and nonlinear PDEs, Comm. Math. Phys. 199(1998), 351395.Google Scholar
[15]Milstein, G., Tretyakov, M., Stochastic Numerics for Mathematical Physics, Kluwer Academic Publishers, 1995.Google Scholar
[16]Rasmussen, k. ø., Gaididei, Y.B., Bang, O., Christiansen, P.L., The influence of noise on critical collapse in the nonlinear Schrödinger equation, Phys. Rev. A, 204 (1995), 121127.Google Scholar
[17]Schober, C., Symplectic integrators for the Ablowitz-Ladik discrete nonlinear Schrödinger equation, Phys. Lett. A, 259 (1999), 140151.Google Scholar
[18]Shardlow, T., Weak convergence of a numerical method for a stochastic heat equation, BIT, 43 (2003), 179193.Google Scholar