It is known from the monograph [1, Chapter 5] that the weak convergence analysis of numerical schemes for stochastic Maxwell equations is an unsolved problem. This paper aims to fill the gap by establishing the long-time weak convergence analysis of the semi-implicit Euler scheme for stochastic Maxwell equations. Based on analyzing the regularity of transformed Kolmogorov equation associated to stochastic Maxwell equations and constructing a proper continuous adapted auxiliary process for the semi-implicit scheme, we present the long-time weak convergence analysis for this scheme and prove that the weak convergence order is one, which is twice the strong convergence order. As applications of this result, we obtain the convergence order of the numerical invariant measure, the strong law of large numbers and central limit theorem related to the numerical solution, and the error estimate of the multi-level Monte Carlo estimator. As far as we know, this is the first result on the weak convergence order for stochastic Maxwell equations.
We prove convergence of the Maxwell eigenvalue problem using quadratic or higher Lagrange finite elements on Worsey-Farin splits in three dimensions. To do this, we construct two Fortin-like operators to prove uniform convergence of the corresponding source problem. We present numerical experiments to illustrate the theoretical results.
Stability and convergence analysis for the domain decomposition finite element/finite difference (FE/FD) method is presented. The analysis is designed for semi-discrete finite element scheme for the time-dependent Maxwell's equations. The explicit finite element schemes in different settings of the spatial domain are constructed and domain decomposition algorithm is formulated. Several numerical examples validate convergence rates obtained in the theoretical studies.
We consider finite element approximations of the Maxwell eigenvalue problem in two dimensions. We prove, in certain settings, convergence of the discrete eigenvalues using Lagrange finite elements. In particular, we prove convergence in three scenarios: piecewise linear elements on Powell--Sabin triangulations, piecewise quadratic elements on Clough--Tocher triangulations, and piecewise quartics (and higher) elements on general shape-regular triangulations. We provide numerical experiments that support the theoretical results. The computations also show that, on general triangulations, the eig…
This paper is the first one of two serial articles, whose goal is to prove convergence of HX Preconditioner (proposed by Hiptmair and Xu 2007) for Maxwell's equations with jump coefficients. In this paper we establish various extensions of the regular Helmholtz decomposition for edge finite element functions defined in three dimensional domains. The functions defined by the regular Helmholtz decompositions can preserve the zero tangential complement on faces and edges of polyhedral domains and some non-Lipchitz domains, and possess stability estimates with only a $logarithm$ factor. These regu…
This paper is the second one of two serial articles, whose goal is to prove convergence of HX Preconditioner (proposed by Hiptmair and Xu, 2007) for Maxwell's equations with jump coefficients. In this paper, based on the auxiliary results developed in the first paper (Hu, 2017), we establish a new regular Helmholtz decomposition for edge finite element functions in three dimensions, which is nearly stable with respect to a weight function. By using this Helmholtz decomposition, we give an analysis of the convergence of the HX preconditioner for the case with strongly discontinuous coefficients…
An Interior Penalty Method with $C^0$ Finite Elements for the Approximation of the Maxwell Equations in Heterogeneous Media: Convergence Analysis with Minimal Regularity
Mean-square convergence of a semi-discrete scheme for stochastic nonlinear Maxwell equations
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；University of Chinese Academy of Sciences（中国科学院大学）；Institute of Applied Physics and Computational Mathematics（应用物理与计算力学研究所）
Convergence of parallel overlapping domain decomposition methods with impedance boundary conditions for time-harmonic Maxwell equations in heterogeneous media
The Chinese University of Hong Kong, Shenzhen（香港中文大学（深圳））；Shenzhen International Center for Industrial and Applied Mathematics, Shenzhen Research Institute of Big Data（深圳工业与应用数学中心，深圳大数据研究院）；University of Bath（巴斯大学）；Shenzhen Loop Area Institute（深圳河套学院）
Semi-discrete and fully discrete mixed finite element methods are considered for Maxwell-model-based problems of wave propagation in linear viscoelastic solid. This mixed finite element framework allows the use of a large class of existing mixed conforming finite elements for elasticity in the spatial discretization. In the fully discrete scheme, a Crank-Nicolson scheme is adopted for the approximation of the temporal derivatives of stress and velocity variables. Error estimates of the semi-discrete and fully discrete schemes, as well as an unconditional stability result for the fully discrete…
This paper considers weak Galerkin finite element approximations for a quasistatic Maxwell viscoelastic model. The spatial discretization uses piecewise polynomials of degree $k \ (k\geq 1)$ for the stress approximation, degree $k+1$ for the velocity approximation, and degree $k$ for the numerical trace of velocity on the inter-element boundaries. The temporal discretization in the fully discrete method adopts a backward Euler difference scheme. We show the existence and uniqueness of the semi-discrete and fully discrete solutions, and derive optimal a priori error estimates. Numerical example…
We study the effects of numerical quadrature rules on error convergence rates when solving Maxwell-type variational problems via the curl-conforming or edge finite element method. A complete {\em a priori} error analysis for the case of bounded polygonal and curved domains with non-homogeneous coefficients is provided. We detail sufficient conditions with respect to mesh refinement and precision for the quadrature rules so as to guarantee convergence rates following that of exact numerical integration. On curved domains, we isolate the error contribution to numerical quadrature rules.
In this paper, we propose a novel kind of numerical approximations to inherit the ergodicity of stochastic Maxwell equations. The key to proving the ergodicity lies in the uniform regularity estimates of the numerical solutions with respect to time, which are established by analyzing some important physical quantities. By introducing an auxiliary process, we show that the mean-square convergence order of the ergodic discontinuous Galerkin full discretization is $\frac{1}{2}$ in the temporal direction and $\frac{1}{2}$ in the spatial direction, which provides the convergence order of the numeri…
Runge-Kutta semidiscretizations for stochastic Maxwell equations with additive noise
Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院）；School of Mathematical Sciences, University of Chinese Academy of Sciences（中国科学院大学数学科学学院）；Institute of Applied Physics and Computational Mathematics（应用物理与计算力学研究所）
We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter set is assumed to be compact. We discretize the electric field by a finite element method and use variational discretization concept to discretize the control. We create a reduced basis method for the optimal control problem and establish uniform convergence of the reduced order solutions to that of the original high dimensional problem provided that the sn…
Adaptive Multilevel Methods for the Maxwell Eigenvalue Problem
School of Mathematical Sciences, Tongji University（同济大学数学科学学院）；Key Laboratory of Intelligent Computing and Applications (Tongji University), Ministry of Education（教育部智能计算与应用重点实验室（同济大学））
The inverse of the stiffness matrix of the time-harmonic Maxwell equation with perfectly conducting boundary conditions is approximated in the blockwise low-rank format of ${\mathcal H}$-matrices. We prove that root exponential convergence in the block rank can be achieved if the block structure conforms to a standard admissibility criterion.
The time harmonic Maxwell equations are of current interest in computational science and applied mathematics with many applications in modern physics. In this work, we present parallel finite element solver for the time harmonic Maxwell equations and compare different preconditioners. We show numerically that standard preconditioners like incomplete LU and the additive Schwarz method lead to slow convergence for iterative solvers like generalized minimal residuals, especially for high wave numbers. Even more we show that also more specialized methods like the Schur complement method also yield…
This paper is devoted to the complete convergence study of the finite-element approximation of Maxwell's equations in the case where the magnetic permeability is constant. Standard linear finite elements for the space discretization are combined with a well-known explicit finite-difference scheme for the time discretization. The analysis applies to the particular case where the dielectric permittivity has a constant value outside a sub-domain, whose closure does not intersect the boundary of the problem-definition domain. Optimal convergence results are established in natural norms under reaso…
This paper proposes a fully discrete method called the symplectic dG full discretization for stochastic Maxwell equations driven by additive noises, based on a stochastic symplectic method in time and a discontinuous Galerkin (dG) method with the upwind fluxes in space. A priori $H^k$-regularity ($k\in\{1,2\}$) estimates for the solution of stochastic Maxwell equations are presented, which have not been reported before to the best of our knowledge. These $H^k$-regularities are vital to make the assumptions of the mean-square convergence analysis on the initial fields, the noise and the medium …
In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were studied. Optimal error estimate of the semi-discrete method is obtained for the one-dimensional case, and the two-dimensional case on both rectangular meshes and triangular meshes under certain mesh assumptions. Strong Taylor 2.0 scheme is used as the temporal discretization. Both one- and two-dimensional numerical results are presented to validate the theoretical …
The Peaceman-Rachford alternating direction implicit (ADI) scheme for linear time-dependent Maxwell equations is analyzed on a heterogeneous cuboid. Due to discontinuities of the material parameters, the solution of the Maxwell equations is less than $H^2$-regular in space. For the ADI scheme, we prove a rigorous time-discrete error bound with a convergence rate that is half an order lower than the classical one. Our statement imposes only assumptions on the initial data and the material parameters, but not on the solution. To establish this result, we analyze the regularity of the Maxwell equ…
In this work, we propose staggered FDTD schemes based on the correction function method (CFM) to discretize Maxwell's equations with embedded perfect electric conductor (PEC) boundary conditions. The CFM uses a minimization procedure to compute a correction to a given FD scheme in the vicinity of the embedded boundary to retain its order. The minimization problem associated with CFM approaches is analyzed in the context of Maxwell's equations with embedded boundaries. In order to obtain a well-posed problem, we propose fictitious interface conditions to fulfill the lack of information, namely …
We propose a framework that allows us to analyze different variants of HDG methods for the static Maxwell equations using one simple analysis. It reduces all the work to the construction of projections that best fit the structures of the approximation spaces. As applications, we analyze four variants of HDG methods (denoted by B, H, B+, H+), where two of them are known (variants H, B+) and the other two are new (variants H+, B). Under certain regularity assumption, we show that all the four variants are optimally convergent and that variants B+ and H+ achieve superconvergence without post-proc…
We present two strategies for designing passivity preserving higher order discretization methods for Maxwell's equations in nonlinear Kerr-type media. Both approaches are based on variational approximation schemes in space and time. This allows to rigorously prove energy conservation or dissipation, and thus passivity, on the fully discrete level. For linear media, the proposed methods coincide with certain combinations of mixed finite element and implicit Runge-Kutta schemes. The order optimal convergence rates, which can thus be expected for linear problems, are also observed for nonlinear p…
This paper proposes and analyzes a new operator splitting method for stochastic Maxwell equations driven by additive noise, which not only decomposes the original multi-dimensional system into some local one-dimensional subsystems, but also separates the deterministic and stochastic parts. This method is numerically efficient, and preserves the symplecticity, the multi-symplecticity as well as the growth rate of the averaged energy. A detailed $H^2$-regularity analysis of stochastic Maxwell equations is obtained, which is a crucial prerequisite of the error analysis. Under the regularity assum…
We propose and analyze a discontinuous least squares finite element method for solving the indefinite time-harmonic Maxwell equations. The scheme is based on the $L^2$ norm least squares functional with the weak imposition of the continuity across the interior faces. We minimize the functional over the piecewise polynomial spaces to seek numerical solutions. The method is shown to be stable without any constraint on the mesh size. We prove the convergence orders under both the energy norm and the $L^2$ norm. Numerical results in two and three dimensions are presented to verify the error estima…
This paper concerns the numerical resolution of a data completion problem for the time-harmonic Maxwell equations in the electric field. The aim is to recover the missing data on the inaccessible part of the boundary of a bounded domain from measured data on the accessible part. The non-iterative quasi-reversibility method is studied and different mixed variational formulations are proposed. Well-posedness, convergence and regularity results are proved. Discretization is performed by means of edge finite elements. Various two- and three-dimensional numerical simulations attest the efficiency o…
In this work, we apply the finite element heterogeneous multiscale method to a class of dispersive first-order time-dependent Maxwell systems. For this purpose, we use an analytic homogenization result, which shows that the effective system contains additional dispersive effects. We provide a careful study of the (time-dependent) micro problems, including $\mathrm{H}^2$ and micro errors estimates. Eventually, we prove a semi-discrete error estimate for the method.
We present a low order virtual element discretization for time dependent Maxwell's equations, which allow for the use of general polyhedral meshes. Both the semi- and fully-discrete schemes are considered. We derive optimal a priori estimates and validate them on a set of numerical experiments. As pivot results, we discuss some novel inequalities for de Rahm sequences of nodal, edge, and face virtual element spaces.
We propose a high-order FDTD scheme based on the correction function method (CFM) to treat interfaces with complex geometry without increasing the complexity of the numerical approach for constant coefficients. Correction functions are modeled by a system of PDEs based on Maxwell's equations with interface conditions. To be able to compute approximations of correction functions, a functional that is a square measure of the error associated with the correction functions' system of PDEs is minimized in a divergence-free discrete functional space. Afterward, approximations of correction functions…
A Weak Galerkin Finite Element Method for the Maxwell Equations
Michigan State University（密歇根州立大学）；National Science Foundation（美国国家科学基金会）；University of Arkansas at Little Rock（阿肯色大学小石城分校）；University of Delaware（特拉华大学）
Two operator splitting methods for three-dimensional stochastic Maxwell equations with multiplicative noise
China University of Mining and Technology（中国矿业大学）；Institute of Applied Physics and Computational Mathematics（应用物理与计算数学研究所）；Shanghai Zhangjiang Institute of Mathematics（上海张江数学研究院）
Numerical discretization of the large-scale Maxwell's equations leads to an ill-conditioned linear system that is challenging to solve. The key requirement for successive solutions of this linear system is to choose an efficient solver. In this work we use Perfectly Matched Layers (PML) to increase this efficiency. PML have been widely used to truncate numerical simulations of wave equations due to improving the accuracy of the solution instead of using absorbing boundary conditions (ABCs). Here, we will develop an efficient solver by providing an alternative use of PML as transmission conditi…
Error estimates of the Crank-Nicolson Galerkin method for the time-dependent Maxwell-Schrödinger equations under the Lorentz gauge
Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（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）；Department of Applied Mathematics, The Hong Kong Polytechnic University（香港理工大学应用数学系）
A virtual element method (VEM) with the first order optimal convergence order is developed for solving two-dimensional Maxwell interface problems on a special class of polygonal meshes that are cut by the interface from a background unfitted mesh. A novel virtual space is introduced on a virtual triangulation of the polygonal mesh satisfying a maximum angle condition, which shares exactly the same degrees of freedom as the usual H(curl)-conforming virtual space. This new virtual space serves as the key to prove that the optimal error bounds of the VEM are independent of high aspect ratio of th…
