Resolution of a stochastic weakly damped nonlinear Schrödinger equation by a multilevel numerical method.

We consider a stochastic nonlinear Schrödinger equation related to signal propagation in waveguides and optical fibers. We first describe the modeling of the problem and the desired objectives concerning the transmission. We then present a new multilevel numerical method for its solution, which is based on a separation between low and high frequencies. We show that this method gives results of the same quality with significantly shorter CPU time compared with those of the other numerical methods commonly presented in the literature.