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arXiv 1410.3552math.NAcs.NA
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具有乘性噪声的随机麦克斯韦方程的能量守恒方法

Energy-conserving method for Stochastic Maxwell Equations with Multiplicative Noise

Institute of Applied Physics and Computational Mathematics(应用物理与计算数学研究所);School of Mathematical Science, China University of Mining and Technology(中国矿业大学数学科学学院);School of Mathematical Science, Huaiyin Normal University(淮阴师范学院数学科学学院)

Jialin Hong, Lihai Ji, Liying Zhang, Jiaxiang Cai

AI总结:

本文提出了一种随机多辛能量守恒方法,用于求解具有乘性噪声的三维随机麦克斯韦方程,通过空间波let插值法和时间随机辛方法验证了方法在提供准确解和保持能量方面的有效性。

摘要:

本文证明了具有乘性噪声的三维随机麦克斯韦方程是具有几何结构(即随机多辛守恒定律)的随机哈密顿偏微分方程,系统的能量几乎 surely 是一个守恒量。我们提出了一种随机多辛能量守恒方法,通过空间中的波let插值法和时间中的随机辛方法来求解这些方程。数值实验验证了所提方法在提供准确解和保持能量方面的优异性能。在时间方向上检验了方法的均方收敛结果,并进行了与有限差分法的数值比较。

英文摘要:

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 mutli-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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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