Related papers: Energy-conserving method for Stochastic Maxwell Eq…
In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…
In this work we propose a new, arbitrary order space-time finite element discretisation for Hamiltonian PDEs in multisymplectic formulation. We show that the new method which is obtained by using both continuous and discontinuous…
In this paper, we propose a new approach for the time-discretization of the incompressible stochastic Stokes equations with multiplicative noise. Our new strategy is based on the classical Milstein method from stochastic differential…
A conforming finite element scheme with mixed explicit-implicit time discretization for quasi-incompressible Navier-Stokes-Maxwell-Stefan systems in a bounded domain with periodic boundary conditions is presented. The system consists of the…
Energy-conserving Hermite methods for solving Maxwell's equations in dielectric and dispersive media are described and analyzed. In three space dimensions methods of order $2m$ to $2m+2$ require $(m+1)^3$ degrees-of-freedom per node for…
Structure-preserving geometric algorithm for the Vlasov-Maxwell (VM) equations is currently an active research topic. We show that spatially-discretized Hamiltonian systems for the VM equations admit a local energy conservation law in…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
This paper proposes a novel conservative method for numerical computation of general stochastic differential equations in the Stratonovich sense with a conserved quantity. We show that the mean-square order of the method is $1$ if noises…
In this paper we present a numerical comparison of various mass-conservative discretizations for the time-dependent Gross-Pitaevskii equation. We have three main objectives. First, we want to clarify how purely mass-conservative methods…
A lattice Maxwell system is developed with gauge-symmetry, symplectic structure and discrete space-time symmetry. Noether's theorem for Lie group symmetries is generalized to discrete symmetries for the lattice Maxwell system. As a result,…
In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating functions of the stochastic symplectic methods. This approach…
We introduce a novel numerical method to integrate partial differential equations representing the Hamiltonian dynamics of field theories. It is a multi-symplectic integrator that locally conserves the stress-energy tensor with an excellent…
We prove Strichartz estimates for solutions to Maxwell equations in three dimensions with rough permittivities, which have less than three different eigenvalues. To this end, Maxwell equations are conjugated to half-wave equations in phase…
Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…
We present an energy-conserving numerical scheme to solve the Vlasov-Maxwell (VM) system based on the regularized moment method proposed in [Z. Cai, Y. Fan, and R. Li. CPAM, 2014]. The globally hyperbolic moment system is deduced for the…
This paper is concerned with fully discrete finite element methods for approximating variational solutions of nonlinear stochastic elastic wave equations with multiplicative noise. A detailed analysis of the properties of the weak solution…
Energy methods for constructing time-stepping algorithms are of increased interest in application to nonlinear problems, since numerical stability can be inferred from the conservation of the system energy. Alternatively, symplectic…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
This article presents explicit exponential integrators for stochastic Maxwell's equations driven by both multiplicative and additive noises. By utilizing the regularity estimate of the mild solution, we first prove that the strong order of…
In this paper, we consider the energy evolution of multi-symplectic methods for three-dimensional (3D) Maxwell equations with perfectly matched layer boundary, and present the energy evolution laws of Maxwell equations under the…