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Lie-Trotter Splitting for the Nonlinear Stochastic Manakov System
Abstract
This article analyses the convergence of the Lie-Trotter splitting scheme for the stochastic Manakov equation, a system arising in the study of pulse propagation in randomly birefringent optical fibers. First, we prove that the strong order of the numerical approximation is 1/2 if the nonlinear term in the system is globally Lipschitz. Then, we show that the splitting scheme has convergence order 1/2 in probability and almost sure order 1/2- in the case of a cubic nonlinearity. We provide several numerical experiments illustrating the aforementioned results and the efficiency of the Lie-Trotter splitting scheme. Finally, we numerically investigate the possible blowup of solutions for some power-law nonlinearities- Computational Mathematics
- Control Engineering
- Mathematical Analysis
- Convergence rates
- Almost sure convergence
- Coupled system of stochastic nonlinear Schrodinger equations
- Lie-Trotter scheme
- Stochastic Manakov equation
- Strong convergence
- Splitting scheme
- Stochastic partial differential equations
- Convergence in probability
- Blowup
- Numerical schemes