SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Contributed Talk

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Stochastic Multi-symplectic Preissman Scheme for Stochastic Maxwell Equations

L. Zhang, J. Hong and L. Ji

Abstract
Based on the stochastic multi-symplectic form of stochastic Maxwell's equations proposed by Hong et al. recently, we give a stochastic multi-symplectic Preissman scheme for 3D stochastic Maxwell equations. We show that the numerical scheme satisfies discrete stochastic multi-symplectic conservation law. And it preserves the discrete local and global evolving energy conservation law exactly.

Bibliography
[1] S.S. Jiang, L.J. Wang and J.L. Hong, Stochastic multi-symplectic integrator for stochastic Hamiltonian nonlinear Schrödinger equation, Commun. Comput. Phys., 14 (2013), pp. 393-411.
[2] K. Liaskos, I. Stratis and A. Yannacopoulos, Stochastic integrodifferential equations in Hilbert spaces with applications in electromagnetics, J. Integr. Equat. Appl., 22 (2010), pp. 559-590.
[3] J.X. Cai, Y.S. Wang, and Z.H Qiao. Multi-symplectic Preissman scheme for the time-domain Maxwell's equations, J. Math. Phys., 50 (2009), pp. 31-17.

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