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

DOI10.1016/j.jcp.2020.109382zbMath1436.60061arXiv1903.03758WikidataQ115571387 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 convergence; trace formula; exponential integrator; average energy; average divergence; stochastic Maxwell equation

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations