Applied Mathematics and Optimization, Vol.54, No.3, 369-399, 2006
Weak and strong order of convergence of a semidiscrete scheme for the stochastic nonlinear Schrodinger equation
In this article we analyze the error of a semidiscrete scheme for the stochastic nonlinear Schrodinger equation with power nonlinearity. We consider supercritical or subcritical nonlinearity and the equation can be either focusing or defocusing. Allowing sufficient spatial regularity we prove that the numerical scheme has strong order 1/2 in general and order 1 if the noise is additive. Furthermore, we also prove that the weak order is always 1.
Keywords:nonlinear Schrodinger equations;stochastic partial differential equations;numerical schemes;rate of convergence