ROTHE-MARUYAMA DIFFERENCE SCHEME FOR
THE STOCHASTIC SCHRÖDINGER EQUATION

Abstract

In this study, the initial value stochastic Schrödinger type problem in an abstract Hilbert space with the self-adjoint operator is investigated.

Rothe-Maruyama method for the numerical solution of this problem is presented. Theorem on the convergence of this difference scheme is established. A numerical example is given.

Citation details of the article



Journal: International Journal of Applied Mathematics
Journal ISSN (Print): ISSN 1311-1728
Journal ISSN (Electronic): ISSN 1314-8060
Volume: 34
Issue: 2
Year: 2021

DOI: 10.12732/ijam.v34i2.3

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