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Preservation of Physical Properties of Stochastic Maxwell Equations with Additive Noise via Stochastic Multi-symplectic Methods

机译:随机麦克斯韦方程物理性质的保持   基于随机多辛方法的加性噪声

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摘要

Stochastic Maxwell equations with additive noise are a system of stochasticHamiltonian partial differential equations intrinsically, possessing thestochastic multi-symplectic conservation law.It is shown that the averagedenergy increases linearly with respect to the evolution of time and the flow ofstochastic Maxwell equations with additive noise preserves the divergence inthe sense of expectation. Moreover, we propose three novel stochasticmulti-symplectic methods to discretize stochastic Maxwell equations in order toinvestigate the preservation of these properties numerically. We madetheoretical discussions and comparisons on all of the three methods to observethat all of them preserve the corresponding discrete version of the averageddivergence. Meanwhile, we obtain the corresponding dissipative property of thediscrete averaged energy satisfied by each method. Especially, the evolutionrates of the averaged energies for all of the three methods are derived whichare in accordance with the continuous case. Numerical experiments are performedto verify our theoretical results.
机译:带有加性噪声的随机麦克斯韦方程组是一个内在的随机哈密顿偏微分方程组,具有随机的多辛守恒律。研究表明,平均能量随时间的变化线性增加,带有加性噪声的随机麦克斯韦方程组可以保持时间。期望意义上的分歧。此外,我们提出了三种新颖的随机多辛方法来离散随机麦克斯韦方程组,以便从数值上研究这些性质的保存性。我们对这三种方法都进行了理论讨论和比较,观察到它们都保留了平均散度的对应离散形式。同时,我们获得了每种方法所满足的离散平均能量的相应耗散特性。尤其是,推导了所有三种方法的平均能量的演化,这与连续情况一致。进行数值实验以验证我们的理论结果。

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