Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods

DOI10.1016/J.JCP.2015.11.052zbMATH Open1351.78061arXiv1412.5363OpenAlexW1950914646MaRDI QIDQ729355FDOQ729355

Authors: Chuchu Chen, Jialin Hong, Liying Zhang 

Publication date: 20 December 2016

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

Abstract: Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law.It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We made theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the corresponding discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.

Full work available at URL: https://arxiv.org/abs/1412.5363

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zbMATH Keywords

conservation law of averaged divergencedissipative property of averaged energystochastic Hamiltonian partial differential equationsstochastic Maxwell equationsstochastic multi-symplectic method

Mathematics Subject Classification ID

Maxwell equations (35Q61) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Electromagnetic theory (general) (78A25)

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Cited In (23)

• Electro-rheological fluids under random influences: martingale and strong solutions
• Numerical Approximations of Stochastic Maxwell Equations
• Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
• Strong solutions to a nonlinear stochastic Maxwell equation with a retarded material law
• A solution theory for a general class of SPDEs
• A symplectic discontinuous Galerkin full discretization for stochastic Maxwell equations
• A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation
• Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise
• Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
• A review on stochastic multi-symplectic methods for stochastic Maxwell equations
• Computation of moments for Maxwell's equations with random interfaces via pivoted low-rank approximation
• Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs
• 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
• Conformal structure‐preserving schemes for damped‐driven stochastic nonlinear Schrödinger equation with multiplicative noise
• Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion
• Exponential integrators for stochastic Maxwell's equations driven by Itô noise
• Invariant measures of stochastic Maxwell equations and ergodic numerical approximations
• An energy-conserving method for stochastic Maxwell equations with multiplicative noise
• 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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