Mean-square convergence of a semi-discrete scheme for stochastic nonlinear Maxwell equations
Numerical Analysis
2018-03-01 v1
Abstract
In this paper, we propose a semi-implicit Euler scheme to discretize the stochastic nonlinear 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 suited to Ito product. Uniform bounds with high regularities of solutions for both the continuous and the discrete problems are obtained, which are crucial properties 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 mean-square sense is obtained.
Keywords
Cite
@article{arxiv.1802.10219,
title = {Mean-square convergence of a semi-discrete scheme for stochastic nonlinear Maxwell equations},
author = {Chuchu Chen and Jialin Hong and Lihai Ji},
journal= {arXiv preprint arXiv:1802.10219},
year = {2018}
}
Comments
22 pages