Cover Image

Strong Approximation of Stochastic Semiclassical Schroedinger Equation with Multiplicative Noise

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ji, Lihai, Liu, Zhihui
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Parareal Algorithms for Stochastic Maxwell Equations Driven by Multiplicative Noise
by: Zhang, Liying, et al.
Published: (2025)

Stochastic positivity-preserving symplectic splitting methods for stochastic Lotka--Volterra predator-prey model
by: Zhang, Liying, et al.
Published: (2025)

Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)

Two operator splitting methods for three-dimensional stochastic Maxwell equations with multiplicative noise
by: Zhang, Liying, et al.
Published: (2025)

Wiener chaos expansion for stochastic Maxwell equations driven by Wiener process
by: Ji, Lihai, et al.
Published: (2025)

Strong Stability Preservation for Stochastic Partial Differential Equations
by: Woodfield, James
Published: (2024)

Structure-Preserving Dynamic Mode Decomposition for Highly Oscillatory Dynamics of Semiclassical Schrödinger Equations
by: Feng, Yizhe, et al.
Published: (2026)

Structure-Preserving Implicit Runge-Kutta Methods for Stochastic Poisson Systems with Multiple Noises
by: Zhang, Liying, et al.
Published: (2025)

Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
by: Li, Guozhen, et al.
Published: (2025)

Fully discrete backward error analysis for the midpoint rule applied to the nonlinear Schroedinger equation
by: Faou, Erwan, et al.
Published: (2025)

Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise
by: Liu, Zhihui
Published: (2023)

A Gradually Reinforced Sample-Average-Approximation Differentiable Homotopy Method for a System of Stochastic Equations
by: Li, Peixuan, et al.
Published: (2024)

Stochastic Parareal Algorithm for Stochastic Differential Equations
by: Wang, Huanxin, et al.
Published: (2025)

Numerical Unique Ergodicity of Monotone SDEs driven by Nondegenerate Multiplicative Noise
by: Liu, Zhihui, et al.
Published: (2024)

Discretization, Uniform-in-Time Estimations and Approximation of Invariant Measures for Nonlinear Stochastic Differential Equations with Non-Uniform Dissipativity
by: Huang, Shan, et al.
Published: (2025)

Sufficient Conditions for the Energy Balance for the Stochastic Incompressible Euler Equations with Additive Noise in two Space Dimensions
by: Rohner, Tobias, et al.
Published: (2025)

Efficient Function Approximation Under Heteroskedastic Noise
by: Nakatsukasa, Yuji, et al.
Published: (2025)

Dynamical Tensor Train Approximation for Kinetic Equations
by: Wang, Geshuo, et al.
Published: (2025)

Splitting Method for Stochastic Navier-Stokes Equations
by: Zhu, Jie, et al.
Published: (2025)

Stochastic Optimal Prediction for the Kuramoto-Sivashinsky Equation
by: Stinis, Panagiotis
Published: (2003)

Encoded Forward Backward Stochastic Neural Network for High-Dimensional Backward Stochastic Differential Equations and Parabolic Partial Differential Equations
by: Zhang, Zhao, et al.
Published: (2026)

Noise-Aware System Identification for High-Dimensional Stochastic Dynamics
by: Guo, Ziheng, et al.
Published: (2024)

A Preconditioned Discontinuous Galerkin Method for Biharmonic Equation with $C^0$-Reconstructed Approximation
by: Li, Ruo, et al.
Published: (2024)

A τ Matrix Based Approximate Inverse Preconditioning for Tempered Fractional Diffusion Equations
by: Zhang, Xuan, et al.
Published: (2024)

An Efficient Numerical Method for an Approximate Solution of the Beam Equation
by: Baysal, Onur, et al.
Published: (2025)

An Efficient Solver to Helmholtz Equations by Recontruction Discontinuous Approximation
by: Zhao, Shuhai
Published: (2025)

Stochastic Optimal Prediction with Application to Averaged Euler Equations
by: Bell, John, et al.
Published: (2000)

$L^p$ Estimates for Numerical Approximation of Hamilton-Jacobi Equations
by: Basti, Alessio, et al.
Published: (2025)

Generalized Finite Difference Method for Solving Stochastic Diffusion Equations
by: Mojarrad, Faezeh Nassajian
Published: (2024)

Geometry-preserving Numerical Scheme for Riemannian Stochastic Differential Equations
by: Wang, Xi, et al.
Published: (2025)

Tangent Space Parametrization for Stochastic Differential Equations on SO(n)
by: Wang, Xi, et al.
Published: (2025)

A Stochastic Method for Solving Time-Fractional Differential Equations
by: Guidotti, Nicolas L., et al.
Published: (2023)

Discontinuity Analysis and Semi-Analytic Spectral Approximation for the Nonlocal Poisson Equation
by: Dang, Thinh, et al.
Published: (2026)

Approximations with Non-Symmetric Green's Kernels and their Application to Fractional Differential Equations
by: Fisher, Nick
Published: (2026)

A Reduced Basis Method for the Stochastic Landau-Lifshitz-Gilbert Equation
by: Scaglioni, Andrea, et al.
Published: (2025)

Explicit $θ$-Schemes for Solving Anticipated Backward Stochastic Differential Equations
by: Hu, Mingshang, et al.
Published: (2019)

Weak Convergence Analysis for the Finite Element Approximation to Stochastic Allen-Cahn Equation Driven by Multiplicative White Noise
by: Zhang, Minxing, et al.
Published: (2025)

General Error Estimates of Non Conforming Approximation of System of Reaction-Diffusion Equations
by: Alnashri, Yahya
Published: (2025)

A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
by: Mahdian, Saied, et al.
Published: (2024)

Learning Stochastic Dynamical Systems with Structured Noise
by: Guo, Ziheng, et al.
Published: (2025)