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An energy-conserving method for stochastic Maxwell equations with multiplicative noise
Hong, Jialin1; Ji, Lihai2; Zhang, Liying3; Cai, Jiaxiang4
2017-12-15
Source PublicationJOURNAL OF COMPUTATIONAL PHYSICS
ISSN0021-9991
Volume351Pages:216-229
AbstractIn this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic multi-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated. (C) 2017 Elsevier Inc. All rights reserved.
KeywordEnergy-conserving method Three-dimensional stochastic Maxwell equations Multiplicative noise Geometric structure
DOI10.1016/j.jcp.2017.09.030
Language英语
Funding ProjectNNSFC[91130003] ; NNSFC[11021101] ; NNSFC[11290142] ; NNSFC[91630312] ; NNSFC[11471310] ; NNSFC[11601032] ; NNSFC[11601514] ; NNSFC[11626228] ; foundation of Jiangsu Key Laboratory for Numerical Simulation of Large Scale Complex Systems[201606]
WOS Research AreaComputer Science ; Physics
WOS SubjectComputer Science, Interdisciplinary Applications ; Physics, Mathematical
WOS IDWOS:000415304900012
PublisherACADEMIC PRESS INC ELSEVIER SCIENCE
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/26814
Collection计算数学与科学工程计算研究所
Affiliation1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
2.Inst Appl Phys & Computat Math, Beijing 100094, Peoples R China
3.China Univ Min & Technol, Sch Math Sci, Beijing 100083, Peoples R China
4.Huaiyin Normal Univ, Sch Math Sci, Huaian 210046, Jiangsu, Peoples R China
Recommended Citation
GB/T 7714
Hong, Jialin,Ji, Lihai,Zhang, Liying,et al. An energy-conserving method for stochastic Maxwell equations with multiplicative noise[J]. JOURNAL OF COMPUTATIONAL PHYSICS,2017,351:216-229.
APA Hong, Jialin,Ji, Lihai,Zhang, Liying,&Cai, Jiaxiang.(2017).An energy-conserving method for stochastic Maxwell equations with multiplicative noise.JOURNAL OF COMPUTATIONAL PHYSICS,351,216-229.
MLA Hong, Jialin,et al."An energy-conserving method for stochastic Maxwell equations with multiplicative noise".JOURNAL OF COMPUTATIONAL PHYSICS 351(2017):216-229.
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