中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS

文献类型:期刊论文

作者Chen, Chuchu1,2; Hong, Jialin1,2; Ji, Lihai3
刊名SIAM JOURNAL ON NUMERICAL ANALYSIS
出版日期2019
卷号57期号:2页码:728-750
关键词mean-square convergence order semidiscrete scheme stochastic Maxwell equations regularity
ISSN号0036-1429
DOI10.1137/18M1170431
英文摘要In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic Maxwell equations with multiplicative Ito noise, which is implicit in the drift term and explicit in the diffusion term of the equations, in order to be suited to Ito's product. Uniform bounds with high regularities of solutions for both the continuous and the semidiscrete problems are obtained, which are crucial to derive the mean-square convergence with certain order. Allowing sufficient spatial regularity and utilizing the energy estimate technique, the convergence order 1/2 in the mean-square sense is obtained.
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
WOS记录号WOS:000466423000010
出版者SIAM PUBLICATIONS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/34736]  
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.Univ Chinese Acad Sci, Acad Math & Syst Sci, Chinese Acad Sci, LSEC,ICMSEC, 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. MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS[J]. SIAM JOURNAL ON NUMERICAL ANALYSIS,2019,57(2):728-750.
APA Chen, Chuchu,Hong, Jialin,&Ji, Lihai.(2019).MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS.SIAM JOURNAL ON NUMERICAL ANALYSIS,57(2),728-750.
MLA Chen, Chuchu,et al."MEAN-SQUARE CONVERGENCE OF A SEMIDISCRETE SCHEME FOR STOCHASTIC MAXWELL EQUATIONS".SIAM JOURNAL ON NUMERICAL ANALYSIS 57.2(2019):728-750.

入库方式: OAI收割

来源:数学与系统科学研究院

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