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
    License
    MIT License
    Keywords
    Highly oscillatory stochastic differential equations, Nonlinear Schrödinger equation, White noise dispersion, Geometric integration, Quadratic first integral
Publication date30/01/2023
Retention date28/01/2033
accessLevelPublicAccess levelPublic
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duaNoneContract on the use of data
Contributors
  • Laurent, Adrien
  • Vilmart, Gilles orcid
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