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Approximation of Invariant Measure for Damped Stochastic Nonlinear Schrödinger Equation via an Ergodic Numerical Scheme

Published 30 Sep 2015 in math.NA | (1509.09148v2)

Abstract: In order to inherit numerically the ergodicity of the damped stochastic nonlinear Schr\"odinger equation with additive noise, we propose a fully discrete scheme, whose spatial direction is based on spectral Galerkin method and temporal direction is based on a modification of the implicit Euler scheme. We not only prove the unique ergodicity of the numerical solutions of both spatial semi-discretization and full discretization, but also present error estimations on invariant measures, which gives order $2$ in spatial direction and order ${\frac12}$ in temporal direction.

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