Multirevolution integrators for SDEs with fast stochastic oscillations and the nonlinear Schrödinger equation with fast white noise dispersion

The numerical methods are described in: Adrien Laurent, Gilles Vilmart, Multirevolution integrators for differential equations with fast stochastic oscillations, SIAM J. Sci. Comput. 42 (2020), no. 1, A115–A139. https://doi.org/10.1137/19M1243075 Content: - Julia implementation of the algorithm, - Output of the code for figures in the above research paper. - Matlab scripts for visualization. Version: September 9, 2020.

Organizational unit

Vilmart Group - Math

Type

Dataset

DOI

10.26037/yareta:ifhovn3hn5hs5eogrgdpnmlbbi

Type

Dataset

License

MIT License

Keywords

Highly oscillatory stochastic differential equations, Nonlinear Schrödinger equation, White noise dispersion, Geometric integration, Quadratic first integral