An energy-conserving method for stochastic Maxwell equations with multiplicative noise

DOI10.1016/J.JCP.2017.09.030MaRDI QIDQ1684993zbMATH OpenOpenAlexFDO

Authors Jialin Hong, Lihai Ji, Liying Zhang, Jiaxiang Cai

Publication date 13 December 2017

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.3552

zbMATH Keywords

multiplicative noisegeometric structureenergy-conserving methodthree-dimensional stochastic Maxwell equations

Mathematics Subject Classification ID

Maxwell equations (35Q61) PDEs with randomness, stochastic partial differential equations (35R60) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Abstract: In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic mutli-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated.

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Cited in

(20)

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• Electro-rheological fluids under random influences: martingale and strong solutions
• Numerical Approximations of Stochastic Maxwell Equations
• A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations
• Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise
• A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation
• Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
• Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods
• A review on stochastic multi-symplectic methods for stochastic Maxwell equations
• Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs
• Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise
• Meshless structure-preserving GRBF collocation methods for stochastic Maxwell equations with multiplicative noise
• Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise
• A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise
• Exponential integrators for stochastic Maxwell's equations driven by Itô noise
• Invariant measures of stochastic Maxwell equations and ergodic numerical approximations
• Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems
• Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise
• Mean-square convergence of a semidiscrete scheme for stochastic Maxwell equations

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