Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods

doi:10.1016/j.jcp.2015.11.052

	Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods
	Chen, Chuchu; Hong, Jialin; Zhang, Liying
	2016-02-01
发表期刊	JOURNAL OF COMPUTATIONAL PHYSICS
ISSN	0021-9991
卷号	306 页码:500-519
摘要	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 make 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. (C) 2015 Elsevier Inc. All rights reserved.
关键词	Stochastic Maxwell equations Stochastic Hamiltonian partial differential equations Dissipative property of averaged energy Conservation law of averaged divergence Stochastic multi-symplectic method
DOI	10.1016/j.jcp.2015.11.052
语种	英语
资助项目	NNSFC[91130003] ; NNSFC[11021101] ; NNSFC[11290142] ; NNSFC[11301001] ; NNSFC[2013SQRL030ZD]
WOS研究方向	Computer Science ; Physics
WOS类目	Computer Science, Interdisciplinary Applications ; Physics, Mathematical
WOS记录号	WOS:000366157000025
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21473
专题	计算数学与科学工程计算研究所
通讯作者	Zhang, Liying
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Chen, Chuchu,Hong, Jialin,Zhang, Liying. Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods[J]. JOURNAL OF COMPUTATIONAL PHYSICS,2016,306:500-519.
APA	Chen, Chuchu,Hong, Jialin,&Zhang, Liying.(2016).Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods.JOURNAL OF COMPUTATIONAL PHYSICS,306,500-519.
MLA	Chen, Chuchu,et al."Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods".JOURNAL OF COMPUTATIONAL PHYSICS 306(2016):500-519.