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Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs

Symplectic Geometry 2018-03-02 v1

Abstract

In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian partial differential equations. Particularly, we apply these ideas to stochastic Maxwell equations with multiplicative noise, possessing the stochastic multi-symplectic conservation law and energy conservation law. Theoretical analysis shows that the methods can preserve both the discrete stochastic multi-symplectic conservation law and discrete energy conservation law almost surely.

Keywords

Cite

@article{arxiv.1803.00139,
  title  = {Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs},
  author = {Liying Zhang and Lihai Ji},
  journal= {arXiv preprint arXiv:1803.00139},
  year   = {2018}
}

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19 pages