arXiv · 2410.22201
Resonance-based integrators for stochastic Schr\"odinger equations. Convergence and long-time error bounds
Abstract
We develop resonance-based low-regularity numerical integrators for stochastic Schr"odinger equations with additive $Q$-Wiener noise, covering both the linear equation with rough potential and the cubic nonlinear case. For the linear problem, we prove strong and almost sure convergence, achieving first-order accuracy in $H^\sigma$ for solutions in $H^{\sigma+1}$, improving the classical $H^{\sigma+2}$ requirement. In a regime of $O(\varepsilon^2)$ potentials and $O(\varepsilon)$ noise, we establish uniform moment bounds up to times $O(\varepsilon^{-2})$ and construct a non-resonant scheme with long-time error $O(\varepsilon^2\tau)$. For the cubic case, we derive analogous pathwise convergence results at low regularity. In the weakly nonlinear stochastic regime, we obtain long-time pathwise errors of size $O(\varepsilon^2\tau^\delta)$, for any $\delta<1$, up to times $O(\varepsilon^{-2})$. The analysis relies on a novel extension of the regularity-compensation oscillation (RCO) technique to the stochastic setting, overcoming the loss of temporal regularity induced by stochastic convolutions and yielding an $O(\varepsilon^2)$ improvement in long-time error bounds. To the best of our knowledge, this is the first work establishing long-time error bounds for low-regularity integrators for stochastic dispersive equations. Numerical experiments support the theory.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
Stefano Di Giovacchino. 2024-10-29. Resonance-based integrators for stochastic Schr\"odinger equations. Convergence and long-time error bounds. https://arxiv.org/abs/2410.22201
Cite the original work for its findings. Save a collection to share your selection of sources.