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math.NA2020
Strong rates of convergence of a splitting scheme for Schrödinger equations with nonlocal interaction cubic nonlinearity and white noise dispersion
Charles-Edouard Bréhier, David Cohen
We analyse a splitting integrator for the time discretization of the Schrödinger equation with nonlocal interaction cubic nonlinearity and white noise dispersion. We prove that thi…
math.NA2020
Exponential integrators for the stochastic Manakov equation
André Berg, David Cohen, Guillaume Dujardin
This article presents and analyses an exponential integrator for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optica…
math.NA2020
High order numerical integrators for single integrand Stratonovich SDEs
David Cohen, Kristian Debrabant, Andreas Rößler
We show that applying any deterministic B-series method of order with a random step size to single integrand SDEs gives a numerical method converging in the mean-square and w…