RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE

doi:10.1137/18M1193372

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 计算数学与科学工程计算研究所

	RUNGE-KUTTA SEMIDISCRETIZATIONS FOR STOCHASTIC MAXWELL EQUATIONS WITH ADDITIVE NOISE
	Chen, Chuchu1,2 ; Hong, Jialin1,2 ; Ji, Lihai 3
刊名	SIAM JOURNAL ON NUMERICAL ANALYSIS
	2019
卷号	57 期号:2 页码:702-727
关键词	stochastic Maxwell equations stochastic Runge-Kutta semidiscretization stochastic symplecticity mean-square convergence order
ISSN号	0036-1429
DOI	10.1137/18M1193372
英文摘要	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.
资助项目	National Natural Science Foundation of China[11601032] ; National Natural Science Foundation of China[11471310]
WOS研究方向	Mathematics
语种	英语
出版者	SIAM PUBLICATIONS
WOS记录号	WOS:000466423000009
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/34766]
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, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, ICMSEC, LSEC, Beijing 100190, 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.