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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
发表期刊JOURNAL OF COMPUTATIONAL PHYSICS
ISSN0021-9991
卷号351页码:216-229
摘要In 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.
关键词Energy-conserving method Three-dimensional stochastic Maxwell equations Multiplicative noise Geometric structure
DOI10.1016/j.jcp.2017.09.030
语种英语
资助项目NNSFC[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研究方向Computer Science ; Physics
WOS类目Computer Science, Interdisciplinary Applications ; Physics, Mathematical
WOS记录号WOS:000415304900012
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/26814
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1.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
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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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