Local error of a splitting scheme for a nonlinear Schrödinger-type equation with random dispersion - Université de Lorraine
Preprints, Working Papers, ... Year : 2019

Local error of a splitting scheme for a nonlinear Schrödinger-type equation with random dispersion

Renaud Marty
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Institut Élie Cartan de Lorraine

Abstract

We study a Lie splitting scheme for a nonlinear Schrödinger-type equation with random dispersion. The main result is an approximation of the local error. Then we can deduce sharp order estimates, for instance in the case of a white noise dispersion.

Domains

Probability [math.PR] Numerical Analysis [math.NA]
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https://hal.univ-lorraine.fr/hal-02314915

Submitted on : Monday, October 14, 2019-9:49:06 AM

Last modification on : Friday, April 26, 2024-1:06:40 PM

Long-term archiving on : Wednesday, January 15, 2020-6:34:50 PM

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Dates and versions

hal-02314915 , version 1 (14-10-2019)

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  • HAL Id : hal-02314915 , version 1

Cite

Renaud Marty. Local error of a splitting scheme for a nonlinear Schrödinger-type equation with random dispersion. 2019. ⟨hal-02314915⟩

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