Exponential integrators for stochastic Maxwell's equations driven by Itô noise
作者: David CohenJianbo CuiJialin HongLiying Sun
作者单位: 1Department of Mathematics and Mathematical Statistics, Umeå University, 90187 Umeå, Sweden
2School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332, USA
3LSEC, ICMSEC, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, 100190, China
4School of Mathematical Science, University of Chinese Academy of Sciences, Beijing, 100049, China
刊名: Journal of Computational Physics, 2020, Vol.410
来源数据库: Elsevier Journal
DOI: 10.1016/j.jcp.2020.109382
关键词: Stochastic Maxwell's equationExponential integratorStrong convergenceTrace formulaAverage energyAverage divergence
原始语种摘要: Abstract(#br)This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of the mild solution, we first prove that the strong order of the numerical approximation is 1 2 for general multiplicative noise. Combining a proper decomposition with the stochastic Fubini's theorem, the strong order of the proposed scheme is shown to be 1 for additive noise. Moreover, for linear stochastic Maxwell's equation with additive noise, the proposed time integrator is shown to preserve exactly the symplectic structure, the evolution of the energy as well as the evolution of the divergence in the sense of expectation. Several numerical experiments are presented in order to verify our...
全文获取路径: Elsevier  (合作)
影响因子:2.138 (2012)

  • stochastic 随机的
  • noise 噪声
  • Maxwell 麦克斯韦
  • integrator 积分仪
  • exactly 正确地
  • estimate 估计
  • decomposition 分解
  • driven 从动的
  • exponential 指数的
  • proposed 建议的