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- W2247479052 abstract "In this paper, we investigate the mean-square convergence of a novel symplectic local discontinuous Galerkin method in L^2-norm for stochastic linear Schroedinger equation with multiplicative noise. It is shown that the mean-square error is bounded not only by the temporal and spatial step-sizes, but also by their ratio. The mean-square convergence rate with respect to the computational cost is derived under appropriate assumptions for initial data and noise. Meanwhile, we show that the method preserves the discrete charge conservation law which implies an L^2-stability" @default.
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- W2247479052 date "2014-10-21" @default.
- W2247479052 modified "2023-09-22" @default.
- W2247479052 title "Mean-square Convergence of a Symplectic Local Discontinuous Galerkin Method Applied to Stochastic Linear Schroedinger Equation" @default.
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