Gaussian wave packet transform based numerical scheme for the semi-classical Schr\'odinger equation with random inputs

In this work, we study the semi-classical limit of the Schr\"odinger equation with random inputs, and show that the semi-classical Schr\"odinger equation produces $O(\varepsilon)$ oscillations in the random variable space. With the Gaussian wave packet transform, the original Schr\"odinger equation is mapped to an ODE system for the wave packet parameters coupled with a PDE for the quantity $w$ in rescaled variables. Further, we show that the $w$ equation does not produce $\varepsilon$ dependent oscillations, and thus it is more amenable for numerical simulations. We propose multi-level sampling strategy in implementing the Gaussian wave packet transform, where in the most costly part, i.e. simulating the $w$ equation, it is sufficient to use $\varepsilon$ independent samples. We also provide extensive numerical tests as well as meaningful numerical experiments to justify the properties of the numerical algorithm, and hopefully shed light on possible future directions.