1 | $\theta_i= 0$ | Explicit Euler scheme | 3 | ${\theta_i}=1 $ | Implicit Euler scheme |
2 | $\theta_i=\frac{1}{2}$ | Crank-Nicolson scheme | 4 | Others | Some hybrid schemes |
This paper is concerned with fully discrete finite element approximations of a stochastic nonlinear Schrödinger (sNLS) equation with linear multiplicative noise of the Stratonovich type. The goal of studying the sNLS equation is to understand the role played by the noises for a possible delay or prevention of the collapsing and/or blow-up of the solution to the sNLS equation. In the paper we first carry out a detailed analysis of the properties of the solution which lays down a theoretical foundation and guidance for numerical analysis, we then present a family of three-parameters fully discrete finite element methods which differ mainly in their time discretizations and contains many well-known schemes (such as the explicit and implicit Euler schemes and the Crank-Nicolson scheme) with different combinations of time discetization strategies. The prototypical $ \theta $-schemes are analyzed in detail and various stability properties are established for its numerical solution. An extensive numerical study and performance comparison are also presented for the proposed fully discrete finite element schemes.
Citation: |
Figure 7. The sensitivity of $ E[ \mathscr{M}^n_h] $ in different subdomains using different time step sizes. (a) Crank-Nicolson scheme : $ \theta_i = \frac{1}{2}, i = 1,2,3 $; (b) Implicit Euler scheme : $ \theta _i = 1, i = 1,2,3 $ ; (c) Hybrid scheme 1: $ \theta_1 = \frac{1}{2} ,\theta_2 = 1, \theta_3 = \frac{1}{2} $; (d) Hybrid scheme 2: $ \theta_1 = 1, \theta_2 = \frac{1}{2}, \theta_3 = \frac{1}{2} $
Figure 8. The sensitivity of $ E[ \mathscr{H}^n_h] $ in different subdomains using different time step sizes. (a) Crank-Nicolson scheme : $ \theta_i = \frac{1}{2}, i = 1,2,3 $; (b) Implicit Euler scheme : $ \theta _i = 1, i = 1,2,3 $ ; (c) Hybrid scheme 1: $ \theta_1 = \frac{1}{2} ,\theta_2 = 1, \theta_3 = \frac{1}{2} $; (d) Hybrid scheme 2: $ \theta_1 = 1, \theta_2 = \frac{1}{2}, \theta_3 = \frac{1}{2} $
Table 1.
The comparison between the
1 | $\theta_i= 0$ | Explicit Euler scheme | 3 | ${\theta_i}=1 $ | Implicit Euler scheme |
2 | $\theta_i=\frac{1}{2}$ | Crank-Nicolson scheme | 4 | Others | Some hybrid schemes |
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Evolution of mass
Evolution of mass
Soliton propagation when
Soliton propagation when
Plots in
Rates of convergence with τ ∈ {2-i; 1 ≤ i ≤ 5}. left: σ = 0, T = 0.1 , right: σ = 0.05, T = 0.5.
The sensitivity of
The sensitivity of
The different increasing speeds between the Euler Explicit scheme