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arXiv · 2110.04826

Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise

Jiawei Sun·Chi-Wang Shu·Yulong Xing
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Abstract

One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time. High order discontinuous Galerkin methods are designed for the stochastic Maxwell equations with additive noise, and we show that the proposed methods satisfy the discrete form of the stochastic energy linear growth property and preserve the multi-symplectic structure on the discrete level. Optimal error estimate of the semi-discrete DG method is also analyzed. The fully discrete methods are obtained by coupling with symplectic temporal discretizations. One- and two-dimensional numerical results are provided to demonstrate the performance of the proposed methods, and optimal error estimates and linear growth of the discrete energy can be observed for all cases.

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Jiawei Sun, Chi-Wang Shu, Yulong Xing. 2021-10-10. Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise. https://doi.org/10.1016/j.jcp.2022.111199

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