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Parareal Algorithms for Stochastic Maxwell Equations Driven by Multiplicative Noise

Numerical Analysis 2025-02-05 v1 Numerical Analysis

Abstract

This paper investigates the parareal algorithms for solving the stochastic Maxwell equations driven by multiplicative noise, focusing on their convergence, computational efficiency and numerical performance. The algorithms use the stochastic exponential integrator as the coarse propagator, while both the exact integrator and the stochastic exponential integrator are used as fine propagators. Theoretical analysis shows that the mean square convergence rates of the two algorithms selected above are proportional to k/2k/2, depending on the iteration number of the algorithms. Numerical experiments validate these theoretical findings, demonstrating that larger iteration numbers kk improve convergence rates, while larger damping coefficients σ\sigma accelerate the convergence of the algorithms. Furthermore, the algorithms maintain high accuracy and computational efficiency, highlighting their significant advantages over traditional exponential methods in long-term simulations.

Keywords

Cite

@article{arxiv.2502.02473,
  title  = {Parareal Algorithms for Stochastic Maxwell Equations Driven by Multiplicative Noise},
  author = {Liying Zhang and Qi Zhang and Lihai Ji},
  journal= {arXiv preprint arXiv:2502.02473},
  year   = {2025}
}

Comments

arXiv admin note: text overlap with arXiv:2407.10907

R2 v1 2026-06-28T21:32:22.099Z