Mean-square convergence of a semidiscrete scheme for stochastic Maxwell equations

DOI10.1137/18M1170431MaRDI QIDQ4633790zbMATH OpenWikidataFDO

Authors Chuchu Chen, Jialin Hong, Lihai Ji

Publication date 6 May 2019

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.10219

zbMATH Keywords

mean-square convergence ordermultiplicative Itô noisesemi-implicit Euler schemestochastic Maxwell equationsuniform bounds

Mathematics Subject Classification ID

Maxwell equations (35Q61) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear Maxwell equations with multiplicative Ito noise, which is implicit in the drift term and explicit in the diffusion term of the equations, in order to suited to Ito product. Uniform bounds with high regularities of solutions for both the continuous and the discrete problems are obtained, which are crucial properties to derive the mean-square convergence with certain order. Allowing sufficient spatial regularity and utilizing the energy estimate technique, the convergence order 1/2 in mean-square sense is obtained.

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Cites work

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Cited in

(11)

• High-accuracy time discretization of stochastic fractional diffusion equation
• Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise
• A review on stochastic multi-symplectic methods for stochastic Maxwell equations
• Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise
• A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations
• Analysis and application of single level, multi-level Monte Carlo and quasi-Monte Carlo finite element methods for time-dependent Maxwell's equations with random inputs
• Probability and pathwise order of convergence of a semidiscrete scheme for the stochastic Manakov equation
• Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise
• Mean-square convergence analysis of the semi-implicit scheme for stochastic differential equations driven by the Wiener processes
• Invariant measures of stochastic Maxwell equations and ergodic numerical approximations
• Exponential integrators for stochastic Maxwell's equations driven by Itô noise

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