An energy-conserving method for stochastic Maxwell equations with multiplicative noise

[摘要] In this paper, it is shown that three-dimensional stochastic Maxwell equations with multiplicative noise are stochastic Hamiltonian partial differential equations possessing a geometric structure (i.e. stochastic multi-symplectic conservation law), and the energy of system is a conservative quantity almost surely. We propose a stochastic multi-symplectic energy-conserving method for the equations by using the wavelet collocation method in space and stochastic symplectic method in time. Numerical experiments are performed to verify the excellent abilities of the proposed method in providing accurate solution and preserving energy. The mean square convergence result of the method in temporal direction is tested numerically, and numerical comparisons with finite difference method are also investigated. (C) 2017 Elsevier Inc. All rights reserved.

[发布日期] 2017-12-15

[关键词] Energy-conserving method;Three-dimensional stochastic Maxwell equations;Multiplicative noise;Geometric structure