中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods

文献类型:期刊论文

作者Chen, Chuchu; Hong, Jialin; Zhang, Liying
刊名JOURNAL OF COMPUTATIONAL PHYSICS
出版日期2016-02-01
卷号306页码:500-519
关键词Stochastic Maxwell equations Stochastic Hamiltonian partial differential equations Dissipative property of averaged energy Conservation law of averaged divergence Stochastic multi-symplectic method
ISSN号0021-9991
DOI10.1016/j.jcp.2015.11.052
英文摘要Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the corresponding discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results. (C) 2015 Elsevier Inc. All rights reserved.
资助项目NNSFC[91130003] ; NNSFC[11021101] ; NNSFC[11290142] ; NNSFC[11301001] ; NNSFC[2013SQRL030ZD]
WOS研究方向Computer Science ; Physics
语种英语
WOS记录号WOS:000366157000025
出版者ACADEMIC PRESS INC ELSEVIER SCIENCE
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/21472]  
专题计算数学与科学工程计算研究所
通讯作者Zhang, Liying
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714
Chen, Chuchu,Hong, Jialin,Zhang, Liying. Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods[J]. JOURNAL OF COMPUTATIONAL PHYSICS,2016,306:500-519.
APA Chen, Chuchu,Hong, Jialin,&Zhang, Liying.(2016).Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods.JOURNAL OF COMPUTATIONAL PHYSICS,306,500-519.
MLA Chen, Chuchu,et al."Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods".JOURNAL OF COMPUTATIONAL PHYSICS 306(2016):500-519.

入库方式: OAI收割

来源:数学与系统科学研究院

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