Numerical analysis of the nonlinear Schrödinger equation with white noise dispersion

  • Radoin Belaouar
  • Anne de Bouard
  • Arnaud Debussche


This article is devoted to the numerical study of a nonlinear Schrödinger equation in which the coefficient in front of the group velocity dispersion is multiplied by a real valued Gaussian white noise. We first perform the numerical analysis of a semi-discrete Crank–Nicolson scheme in the case when the continuous equation possesses a unique global solution. We prove that the strong order of convergence in probability is equal to one in this case. In a second step, we numerically investigate, in space dimension one, the behavior of the solutions of the equation for different power nonlinearities, corresponding to subcritical, critical or supercritical nonlinearities in the deterministic case. Numerical evidence of a change in the critical power due to the presence of the noise is pointed out.


Stochastic partial differential equations Numerical analysis White noise dispersion 



This work was supported by the ANR Project STOSYMAP (ANR-2011-BS01-015-03). It also benefits from the support of the french government “Investissements d’Avenir” program ANR-11-LABX-0020-01. The authors are grateful to R. Poncet for having noted a mistake in a previous version of the manuscript.


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • Radoin Belaouar
    • 1
  • Anne de Bouard
    • 1
  • Arnaud Debussche
    • 2
  1. 1.Centre de Mathématiques AppliquéesCNRS et Ecole PolytechniquePalaiseau CedexFrance
  2. 2.IRMAR et ENS RennesBruzFrance

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