Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations (2007.02354v2)

Abstract: We analyze the qualitative properties and the order of convergence of a splitting scheme for a class of nonlinear stochastic Schr\"odinger equations driven by additive It^o noise. The class of nonlinearities of interest includes nonlocal interaction cubic nonlinearities. We show that the numerical solution is symplectic and preserves the expected mass for all times. On top of that, for the convergence analysis, some exponential moment bounds for the exact and numerical solutions are proved. This enables us to provide strong orders of convergence as well as orders of convergence in probability and almost surely. Finally, extensive numerical experiments illustrate the performance of the proposed numerical scheme.