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Exponential integrators for stochastic Maxwell's equations driven by Itô noise
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- Cohen, David, 1977 (author)
- Umeå universitet,Institutionen för matematik och matematisk statistik,Umeå University
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- Cui, Jianbo (author)
- Georgia Institute of Technology
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- Hong, Jialin (author)
- Chinese Academy of Sciences
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- (creator_code:org_t)
- Elsevier BV, 2020
- 2020
- English.
- In: Journal of Computational Physics. - : Elsevier BV. - 1090-2716 .- 0021-9991. ; 410
- Journal article (peer-reviewed)
Abstract
Subject headings
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- 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 [Formula presented] 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 theoretical findings.
Subject headings
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
Keyword
- Strong convergence
- Stochastic Maxwell's equation
- Average energy
- Trace formula
- Exponential integrator
- Average divergence
Publication and Content Type
- art (subject category)
- ref (subject category)
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- Chalmers University of Technology
- Umeå University
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