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arXiv · 2504.14939

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

Suprio Bhar·Mrinmay Biswas·Mangala Prasad
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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.

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Suprio Bhar, Mrinmay Biswas, Mangala Prasad. 2025-04-21. Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise. https://arxiv.org/abs/2504.14939

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