TIME MULTIPOINT NONLOCAL PROBLEM FOR A STOCHASTIC SCHRÖDINGER EQUATION  

作　　者：Roger Pettersson Ali Sirma Tarkan Aydin 

机构地区：[1]Department of Mathematics,Linnaeus University,Växjö,Sweden [2]Department of Industrial Engineering,Halic University,Istanbul,Turkey [3]Department of Computer Engineering,Bahcesehir University,Istanbul,Turkey

出　　处：《Journal of Computational Mathematics》2025年第2期369-393,共25页计算数学(英文)

摘　　要：A time multipoint nonlocal problem for a Schrödinger 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.

关 键 词：Time nonlocal problem Mild solution Cylindrical Wiener process Time discretization Abstract time-dependent stochastic Schrödinger equation Euler-Maruyama method 

分 类 号：O17[理学—数学]