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Time Multipoint Nonlocal Problem for a Stochastic Schrödinger Equation
Linnaeus University, Faculty of Technology, Department of Mathematics.ORCID iD: 0000-0002-7790-0539
Halic Univ, Türkiye.
Bahcesehir Univ, Türkiye.
2025 (English)In: Journal of Computational Mathematics, ISSN 0254-9409, E-ISSN 1991-7139, Vol. 43, no 2, p. 369-393Article in journal (Refereed) Published
Abstract [en]

A time multipoint nonlocal problem for a Schrödinger equation driven by cylindrical Q-Wiener process is presented. The initial value depends on a finite number of future values. Existence and uniqueness of a solution formulated as a mild solution is obtained. A single-step implicit Euler-Maruyama difference scheme, a Rothe-Maryuama scheme, is suggested as a numerical solution. Convergence rate for the solution of the difference scheme is established. The theoretical statements for the solution of this difference scheme is supported by a numerical example.

Place, publisher, year, edition, pages
Global Science Press, 2025. Vol. 43, no 2, p. 369-393
Keywords [en]
Time nonlocal problem, Mild solution, Cylindrical Wiener process, Time dis- cretization, Abstract time-dependent stochastic Schrodinger equation, Euler-Maruyama method
National Category
Mathematics
Research subject
Natural Science, Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-133537DOI: 10.4208/jcm.2210-m2022-0057ISI: 001353586300001OAI: oai:DiVA.org:lnu-133537DiVA, id: diva2:1916178
Available from: 2024-11-26 Created: 2024-11-26 Last updated: 2024-12-09Bibliographically approved

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Pettersson, Roger

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