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}
}
Comments
19 pages