Mean-Square Convergence of a Semidiscrete Scheme for Stochastic Maxwell Equations

DOI10.1137/18M1170431zbMath1422.60112arXiv1802.10219WikidataQ128156758 ScholiaQ128156758MaRDI QIDQ4633790

Lihai Ji, Chuchu Chen, Jialin Hong

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

uniform boundsstochastic Maxwell equationssemi-implicit Euler schememultiplicative Itô noisemean-square convergence order

Mathematics Subject Classification ID

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

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Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise, Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise, 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, A review on stochastic multi-symplectic methods for stochastic Maxwell equations, High-accuracy time discretization of stochastic fractional diffusion equation, Exponential integrators for stochastic Maxwell's equations driven by Itô noise, A Symplectic Discontinuous Galerkin Full Discretization for Stochastic Maxwell Equations

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