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arXiv:2511.06236 · Journal of Scientific Computing

Quasi-Monte Carlo Time-Splitting Methods for the Schrödinger Equation with Gaussian Random Potential

Zhizhang Wu, Zhiwen Zhang, Xiaofei Zhao

Published Oct 12, 2026• 0 citations

Abstract

Abstract In this paper, we study the Schrödinger equation with a Gaussian random potential (SE-GP) and develop an efficient numerical method to approximate the expectation of physical observables. The unboundedness of Gaussian random variables poses significant difficulties in both sampling and error analysis. Under time-splitting discretizations of SE-GP, we establish the regularity of the semi-discrete solution in the random space. Then, we introduce a non-standard weighted Sobolev space with properly chosen weight functions, and obtain a randomly shifted lattice-based quasi-Monte Carlo (QMC) quadrature rule for efficient sampling. This approach leads to a QMC time-splitting (QMC-TS) scheme for solving the SE-GP. We prove that the proposed QMC-TS method achieves a dimension-independent convergence rate that is almost linear with respect to the number of QMC samples. Numerical experiments illustrate the sharpness of the error estimate.

DOI: 10.1007/s10915-026-03461-y

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The Monte Carlo method uses a random sample of size n to approximate the value of an s-dimensional integral and has a convergence rate of O(n−1/2). By using lowdiscrepancy sampling, the quasi-Monte Carlo (QMC) method achieves a convergence rate of O(n−1(log n)), which is asymptotically faster than that of the Monte Carlo method. However, due to the dependence of the QMC error bound on the dimension s, this result doesn’t hold at practical values of n for even relatively small values of s. Still, many empirical studies have shown that QMC can outperform Monte Carlo integration in highdimensional problems at practical values of n. Empirical studies are often conducted by researchers to investigate the behaviour of QMC methods since the QMC error bound suffers from several practical limitations. This paper presents a Matlab program that implements some of the more commonly used numerical tests and provides a simple graphical summary of the results.

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This paper is a contemporary review of quasi-Monte Carlo (QMC) methods, that is, equal-weight rules for the approximate evaluation of high-dimensional integrals over the unit cube

[0,1]^s

. It first introduces the by-now standard setting of weighted Hilbert spaces of functions with square-integrable mixed first derivatives, and then indicates alternative settings, such as non-Hilbert spaces, that can sometimes be more suitable. Original contributions include the extension of the fast component-by-component (CBC) construction of lattice rules that achieve the optimal convergence order (a rate of almost

1/N

, where

N

is the number of points, independently of dimension) to so-called “product and order dependent” (POD) weights, as seen in some recent applications. Although the paper has a strong focus on lattice rules, the function space settings are applicable to all QMC methods. Furthermore, the error analysis and construction of lattice rules can be adapted to polynomial lattice rules from the family of digital nets. doi:10.1017/S1446181112000077

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