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.

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Journal
ArXiv.org
Published
2025-04-21
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00

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article

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise

ArXiv.org
Stochastic processes and financial applications
article

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise

article en

Abstract

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.

ArXiv.org
Indian Institute of Technology Kanpur (IN)
Indian Institute of Technology Kanpur, Ministry of Education, India, Science and Engineering Research Board
Reduced inequalities
Openalex Percentile: Top 42%
Stochastic processes and financial applications
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Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise · ArXiv.org (2025) | TGRS Research Map | TGRS