TIME MULTIPOINT NONLOCAL PROBLEM FOR A STOCHASTIC SCHRO<spacing diaeresis>DINGER EQUATION

被引：0
|
作者：
Pettersson, Roger [1 ]
Sirma, Ali [2 ]
Aydin, Tarkan [3 ]
机构：
[1] Linnaeus Univ, Dept Math, Vaxjo, Sweden
[2] Halic Univ, Dept Ind Engn, Istanbul, Turkiye
[3] Bahcesehir Univ, Dept Comp Engn, Istanbul, Turkiye
来源：
JOURNAL OF COMPUTATIONAL MATHEMATICS | 2025年 / 43卷 / 02期
关键词：
Time nonlocal problem; Mild solution; Cylindrical Wiener process; Time dis- cretization; Abstract time-dependent stochastic Schro<spacing diaeresis>dinger equation; Euler-Maruyama method; SCHRODINGER TYPE EQUATIONS; MULTIPLICATIVE NOISE; INITIAL CONDITIONS; EXISTENCE;
D O I：
10.4208/jcm.2210-m2022-0057
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A time multipoint nonlocal problem for a Schro<spacing diaeresis>dinger equation driven by a 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.
引用
收藏
页码：369 / 393
页数：25
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