Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
In this article, we have analyzed the full discretization of the Stochastic semilinear Schrödinger equation in a bounded convex polygonal domain driven by multiplicative Wiener noise. We use the finite element method for spatial discretization and the stochastic trigonometric method for time discretization and derive a strong convergence rate with respect to both parameters (temporal and spatial). Numerical experiments have also been performed to support theoretical bounds.
Institutions
- Indian Institute of Technology Kanpur (IN)
Publication Details
- Journal
- ArXiv.org
- Published
- 2025-04-21
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- Indian Institute of Technology Kanpur
- Ministry of Education, India
- Science and Engineering Research Board