MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS

doi:10.1137/18M1170431

	MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS
	Chen, Chuchu1,2 ; Hong, Jialin1,2 ; Ji, Lihai 3
	2019
发表期刊	SIAM JOURNAL ON NUMERICAL ANALYSIS
ISSN	0036-1429
卷号	57 期号:2 页码:728-750
摘要	In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic Maxwell equations with multiplicative Ito noise, which is implicit in the drift term and explicit in the diffusion term of the equations, in order to be suited to Ito's product. Uniform bounds with high regularities of solutions for both the continuous and the semidiscrete problems are obtained, which are crucial to derive the mean-square convergence with certain order. Allowing sufficient spatial regularity and utilizing the energy estimate technique, the convergence order 1/2 in the mean-square sense is obtained.
关键词	mean-square convergence order semidiscrete scheme stochastic Maxwell equations regularity
DOI	10.1137/18M1170431
语种	英语
资助项目	National Natural Science Foundation of China[11601032] ; National Natural Science Foundation of China[11471310]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000466423000010
出版者	SIAM PUBLICATIONS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/34737
专题	计算数学与科学工程计算研究所
通讯作者	Ji, Lihai
作者单位	1.Univ Chinese Acad Sci, Acad Math & Syst Sci, Chinese Acad Sci, LSEC,ICMSEC, Beijing 100049, Peoples R China 2.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 3.Inst Appl Phys & Computat Math, Beijing 100094, Peoples R China
推荐引用方式 GB/T 7714	Chen, Chuchu,Hong, Jialin,Ji, Lihai. MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(2):728-750.
APA	Chen, Chuchu,Hong, Jialin,&Ji, Lihai.(2019).MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(2),728-750.
MLA	Chen, Chuchu,et al."MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.2(2019):728-750.