Exponential integrators for stochastic Schrödinger equations driven by Itô noise (David Cohen, Umeå)
27.01.2017 14:00
We consider the numerical discretisation in time of stochastic Schrödinger equations by exponential integrators. After reviewing some concepts in stochastic analysis, we will present an exponential integrator for a stochastic Schrödinger equation and discuss its convergence as well as its long-time behaviour. Numerical simulations will also be presented in order to confirm the above theoretical results.
This presentation is based on a joint work with Rikard Anton (Umeå University).
Lieu
salle 623, Séminaire d'analyse numérique
Organisé par
Section de mathématiquesIntervenant-e-s
David Cohen, Umeå Universityentrée libre