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arXiv · 2210.06092

Ergodic numerical approximations for stochastic Maxwell equations

Chuchu Chen·Jialin Hong·Lihai Ji·Ge Liang
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Abstract

In this paper, we propose a novel kind of numerical approximations to inherit the ergodicity of stochastic Maxwell equations. The key to proving the ergodicity lies in the uniform regularity estimates of the numerical solutions with respect to time, which are established by analyzing some important physical quantities. By introducing an auxiliary process, we show that the mean-square convergence order of the ergodic discontinuous Galerkin full discretization is $\frac{1}{2}$ in the temporal direction and $\frac{1}{2}$ in the spatial direction, which provides the convergence order of the numerical invariant measure to the exact one in $L^2$-Wasserstein distance.

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Chuchu Chen, Jialin Hong, Lihai Ji, Ge Liang. 2022-10-12. Ergodic numerical approximations for stochastic Maxwell equations. https://arxiv.org/abs/2210.06092

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