Stochastic Multi-Symplectic Integrator for Stochastic Nonlinear Schrödinger Equation

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 Schrodinger 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.

[1]  E. Hairer,et al.  Geometric Numerical Integration: Structure Preserving Algorithms for Ordinary Differential Equations , 2004 .

[2]  L. Vázquez,et al.  Nonlinear Random Waves , 1994 .

[3]  A. Iserles A First Course in the Numerical Analysis of Differential Equations: Stiff equations , 2008 .

[4]  Ole Bang,et al.  White noise in the two-dimensional nonlinear schrödinger equation , 1995 .

[5]  S. Reich,et al.  Multi-symplectic integrators: numerical schemes for Hamiltonian PDEs that conserve symplecticity , 2001 .

[6]  O. Bang,et al.  The influence of noise on critical collapse in the nonlinear Schrödinger equation , 1995 .

[7]  J. Marsden,et al.  Multisymplectic Geometry, Variational Integrators, and Nonlinear PDEs , 1998, math/9807080.

[8]  A. Debussche,et al.  Numerical simulation of focusing stochastic nonlinear Schrödinger equations , 2002 .

[9]  Ying Liu,et al.  Globally conservative properties and error estimation of a multi-symplectic scheme for Schrödinger equations with variable coefficients , 2006 .

[10]  C. Schober,et al.  Geometric integrators for the nonlinear Schrödinger equation , 2001 .

[11]  F. Kh. Abdullaev,et al.  Solitons in media with random dispersive perturbations , 1999 .

[12]  T. Shardlow Weak Convergence of a Numerical Method for a Stochastic Heat Equation , 2003 .

[13]  Chun Li,et al.  Multi-symplectic Runge-Kutta-Nyström methods for nonlinear Schrödinger equations with variable coefficients , 2007, J. Comput. Phys..

[14]  A. D. Bouard,et al.  Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation , 2006 .

[15]  M. V. Tretyakov,et al.  Stochastic Numerics for Mathematical Physics , 2004, Scientific Computation.

[16]  C. M. Schober,et al.  Symplectic integrators for the Ablowitz–Ladik discrete nonlinear Schrödinger equation , 1999 .

[17]  E. Hairer,et al.  Geometric Numerical Integration , 2022, Oberwolfach Reports.

[18]  Arnaud Debussche,et al.  Theoretical and numerical aspects of stochastic nonlinear Schrödinger equations , 2001, Monte Carlo Methods Appl..