RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE

doi:10.1137/18M1193372

	RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE
	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:702-727
摘要	The paper concerns semidiscretizations in time of stochastic Maxwell equations driven by additive noise. We show that the equations admit physical properties and mathematical structures, including regularity, energy and divergence evolution laws, and stochastic symplecticity. In order to inherit the intrinsic properties of the original system, we introduce a general class of stochastic Runge-Kutta methods and deduce the condition of symplecticity-preserving. By utilizing a priori estimates on numerical approximations and semigroup approach, we show that the methods, which are algebraically stable and coercive, are well-posed and convergent with order one in a mean-square sense, which answers an open problem in Remark 18 in [C. Chen and J. Hong, SIAM J. Numer. Anal., 54 (2016), pp. 2569-2593] for stochastic Maxwell equations driven by additive noise.
关键词	stochastic Maxwell equations stochastic Runge-Kutta semidiscretization stochastic symplecticity mean-square convergence order
DOI	10.1137/18M1193372
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:000466423000009
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/34767
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.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, 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. RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(2):702-727.
APA	Chen, Chuchu,Hong, Jialin,&Ji, Lihai.(2019).RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(2),702-727.
MLA	Chen, Chuchu,et al."RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.2(2019):702-727.