Lihai Ji, Associate researcher, Beijing Institute of Applied Physics and Computational Mathematics

Xu Wang, Associate Professor

An overlapping domain decomposition splitting algorithm for stochastic NLS equation

19:00-21:00 January 12 (Thursday)，Tencent Meeting ID: 166-752-324

In this talk, we will introduce a novel overlapping domain decomposition splitting algorithm based on a Crank--Nisolson method is developed for the stochastic NLS equation driven by a multiplicative noise with non-periodic boundary conditions. The proposed algorithm can significantly reduce the computational cost while maintaining the similar conservation laws. Numerical experiments are dedicated to illustrating the capability of the algorithm for different spatial dimensions, as well as the various initial conditions. In particular, we observe that our proposed algorithm has excellent computational efficiency and is highly competitive by comparing with the classical ones. It provides a useful tool for solving stochastic partial differential equations.