Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods
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conservation law of averaged divergencedissipative property of averaged energystochastic Hamiltonian partial differential equationsstochastic Maxwell equationsstochastic multi-symplectic method
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)
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.
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Cites work
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Cited in
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- An energy-conserving method for stochastic Maxwell equations with multiplicative noise
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- Strong solutions to a nonlinear stochastic Maxwell equation with a retarded material law
- A solution theory for a general class of SPDEs
- Physical properties preserving numerical simulation of stochastic fractional nonlinear wave equation
- Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise
- Three kinds of novel multi-symplectic methods for stochastic Hamiltonian partial differential equations
- A review on stochastic multi-symplectic methods for stochastic Maxwell equations
- Electro-rheological fluids under random influences: martingale and strong solutions
- Computation of moments for Maxwell's equations with random interfaces via pivoted low-rank approximation
- A stochastic multi-symplectic scheme for stochastic Maxwell equations with additive noise
- Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise
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- Conformal structure‐preserving schemes for damped‐driven stochastic nonlinear Schrödinger equation with multiplicative noise
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- A structure-preserving local discontinuous Galerkin method for the stochastic KdV equation
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- Modeling and FDTD discretization of stochastic Maxwell's equations with drude dispersion
- Exponential integrators for stochastic Maxwell's equations driven by Itô noise
- Stochastic conformal schemes for damped stochastic Klein-Gordon equation with additive noise
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