On the rate of convergence of an exponential scheme for the non-linear stochastic Schrödinger equation with finite-dimensional state space

Abstract

We address the numerical solution of the finite-dimensional non-linear stochastic Schrödinger equation, which is a locally Lipschitz stochastic differential equation modeling, for instance, quantum measurement processes. We study the rate of weak convergence of an exponential scheme that reproduces the norm of the desired solution by projecting onto the unit sphere. This justifies the use of the Talay-Tubaro extrapolation procedure in the numerical simulation of open quantum systems. In particular, we prove that an Euler-Exponential scheme converges with weak-order one, and we obtain the leading order term of its weak error expansion with respect to the step-size. Then, applying the Talay-Tubaro extrapolation procedure to the Euler-Exponential scheme under consideration we get a second-order method for computing the mean values of smooth functions of the solution of the non-linear stochastic Schrödinger equation. We also prove that the exponential scheme under study has order of strong convergence 1/2, which gives theoretical support to the use of the multilevel Monte Carlo method in simulating open quantum systems. We present a numerical experiment with a quantized electromagnetic field in interaction with a reservoir that illustrates the good performance of the weak second-order method, and the multilevel Monte Carlo method.