Exponential integrators for nonlinear Schrödinger equations with white noise dispersion

Artikel i vetenskaplig tidskrift, 2017

This article deals with the numerical integration in time of the nonlinear Schrödinger equation with power law nonlinearity and random dispersion. We introduce a new explicit exponential integrator for this purpose that integrates the noisy part of the equation exactly. We prove that this scheme is of mean-square order 1 and we draw consequences of this fact. We compare our exponential integrator with several other numerical methods from the literature. We finally propose a second exponential integrator, which is implicit and symmetric and, in contrast to the first one, preserves the L2-norm of the solution.