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
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| 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 |
| DOI | 10.1137/18M1170431 |
| 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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