On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
SIAM Journal on Scientific Computing
SIAM Journal on Numerical Analysis
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We consider the linear Schrödinger equation and its discretization by split-step methods where the part corresponding to the Laplace operator is approximated by the midpoint rule. We show that the numerical solution coincides with the exact solution of a modified partial differential equation at each time step. This shows the existence of a modified energy preserved by the numerical scheme. This energy is close to the exact energy if the numerical solution is smooth. As a consequence, we give uniform regularity estimates for the numerical solution over arbitrarily long time.