Exponential integrators for stochastic Maxwell's equations driven by Itô noise

DOI10.1016/j.jcp.2020.109382zbMath1436.60061arXiv1903.03758OpenAlexW3010529683WikidataQ115571387 ScholiaQ115571387MaRDI QIDQ777551

D. Kharzeev

Publication date: 7 July 2020

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

Full work available at URL: https://arxiv.org/abs/1903.03758

zbMATH Keywords

strong convergencetrace formulaexponential integratoraverage energyaverage divergencestochastic Maxwell equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

Drift-preserving numerical integrators for stochastic Poisson systems ⋮ Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise ⋮ Discontinuous Galerkin methods for stochastic Maxwell equations with multiplicative noise ⋮ A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations ⋮ Meshless structure-preserving GRBF collocation methods for stochastic Maxwell equations with multiplicative noise ⋮ Numerical conservation issues for the stochastic Korteweg-de Vries equation ⋮ Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations ⋮ How do Monte Carlo estimates affect stochastic geometric numerical integration? ⋮ Drift-preserving numerical integrators for stochastic Hamiltonian systems ⋮ A Symplectic Discontinuous Galerkin Full Discretization for Stochastic Maxwell Equations

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