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Weak Convergence of Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise

Published: March 17, 2025 | arXiv ID: 2503.12816v1

By: Mangala Prasad

Potential Business Impact:

Makes computer models of tricky science problems more accurate.

Business Areas:
A/B Testing Data and Analytics

A standard finite element method discretizes the stochastic linear Schr\"{o}dinger equation driven by additive noise in the spatial variables. The weak convergence of the resulting approximate solution is analyzed, and it is established that the weak convergence rate is twice that of the strong convergence.

Page Count
10 pages

Category
Mathematics:
Probability