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

Renaud Marty (1)

1 IECL - Institut Élie Cartan de Lorraine

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.

Mots clés: Splitting schemes; nonlinear Schrödinger-type equations; stochastic partial differential equations

Domaines: Probabilités [math.PR]; Analyse numérique [math.NA]

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