Numerical Approximations Of Stochastic Maxwell Equations

Author : Chuchu Chen
Publisher : Springer Nature
ISBN 13 : 9819966868
Total Pages : 293 pages
Book Rating : 4.68/5 ( download)

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Download or read book Numerical Approximations of Stochastic Maxwell Equations written by Chuchu Chen and published by Springer Nature. This book was released on 2024-01-04 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: The stochastic Maxwell equations play an essential role in many fields, including fluctuational electrodynamics, statistical radiophysics, integrated circuits, and stochastic inverse problems. This book provides some recent advances in the investigation of numerical approximations of the stochastic Maxwell equations via structure-preserving algorithms. It presents an accessible overview of the construction and analysis of structure-preserving algorithms with an emphasis on the preservation of geometric structures, physical properties, and asymptotic behaviors of the stochastic Maxwell equations. A friendly introduction to the simulation of the stochastic Maxwell equations with some structure-preserving algorithms is provided using MATLAB for the reader’s convenience. The objects considered in this book are related to several fascinating mathematical fields: numerical analysis, stochastic analysis, (multi-)symplectic geometry, large deviations principle, ergodic theory, partial differential equation, probability theory, etc. This book will appeal to researchers who are interested in these topics.

Author : Martin Hutzenthaler
Publisher : American Mathematical Soc.
ISBN 13 : 1470409844
Total Pages : 99 pages
Book Rating : 4.45/5 ( download)

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Download or read book Numerical Approximations of Stochastic Differential Equations with Non-Globally Lipschitz Continuous Coefficients written by Martin Hutzenthaler and published by American Mathematical Soc.. This book was released on 2015-06-26 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time. This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation methods which require only a few more arithmetical operations than the Euler-Maruyama method. These moment bounds are then used to prove strong convergence of the proposed schemes. Finally, the authors illustrate their results for several SDEs from finance, physics, biology and chemistry.

Author : Ulrich Langer
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3110542692
Total Pages : 630 pages
Book Rating : 4.91/5 ( download)

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Download or read book Maxwell’s Equations written by Ulrich Langer and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-07-08 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects longer articles on the analysis and numerics of Maxwell’s equations. The topics include functional analytic and Hilbert space methods, compact embeddings, solution theories and asymptotics, electromagnetostatics, time-harmonic Maxwell’s equations, time-dependent Maxwell’s equations, eddy current approximations, scattering and radiation problems, inverse problems, finite element methods, boundary element methods, and isogeometric analysis.

Author : Jialin Hong
Publisher : Springer Nature
ISBN 13 : 9811976708
Total Pages : 307 pages
Book Rating : 4.04/5 ( download)

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Download or read book Symplectic Integration of Stochastic Hamiltonian Systems written by Jialin Hong and published by Springer Nature. This book was released on 2023-02-21 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems. The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.

Author : Jialin Hong
Publisher : Springer Nature
ISBN 13 : 9813290692
Total Pages : 220 pages
Book Rating : 4.93/5 ( download)

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Download or read book Invariant Measures for Stochastic Nonlinear Schrödinger Equations written by Jialin Hong and published by Springer Nature. This book was released on 2019-08-22 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides some recent advance in the study of stochastic nonlinear Schrödinger equations and their numerical approximations, including the well-posedness, ergodicity, symplecticity and multi-symplecticity. It gives an accessible overview of the existence and uniqueness of invariant measures for stochastic differential equations, introduces geometric structures including symplecticity and (conformal) multi-symplecticity for nonlinear Schrödinger equations and their numerical approximations, and studies the properties and convergence errors of numerical methods for stochastic nonlinear Schrödinger equations. This book will appeal to researchers who are interested in numerical analysis, stochastic analysis, ergodic theory, partial differential equation theory, etc.

Author : Houssem Haddar
Publisher : Springer
ISBN 13 : 3319193066
Total Pages : 240 pages
Book Rating : 4.69/5 ( download)

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Download or read book Computational Electromagnetism written by Houssem Haddar and published by Springer. This book was released on 2015-07-20 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting topics that have not previously been contained in a single volume, this book offers an up-to-date review of computational methods in electromagnetism, with a focus on recent results in the numerical simulation of real-life electromagnetic problems and on theoretical results that are useful in devising and analyzing approximation algorithms. Based on four courses delivered in Cetraro in June 2014, the material covered includes the spatial discretization of Maxwell’s equations in a bounded domain, the numerical approximation of the eddy current model in harmonic regime, the time domain integral equation method (with an emphasis on the electric-field integral equation) and an overview of qualitative methods for inverse electromagnetic scattering problems. Assuming some knowledge of the variational formulation of PDEs and of finite element/boundary element methods, the book is suitable for PhD students and researchers interested in numerical approximation of partial differential equations and scientific computing.

Author : Willy Dörfler
Publisher : Springer Nature
ISBN 13 : 3031057937
Total Pages : 368 pages
Book Rating : 4.39/5 ( download)

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Download or read book Wave Phenomena written by Willy Dörfler and published by Springer Nature. This book was released on 2023-03-30 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the notes from the seminar on wave phenomena given in 2019 at the Mathematical Research Center in Oberwolfach. The research on wave-type problems is a fascinating and emerging field in mathematical research with many challenging applications in sciences and engineering. Profound investigations on waves require a strong interaction of several mathematical disciplines including functional analysis, partial differential equations, mathematical modeling, mathematical physics, numerical analysis, and scientific computing. The goal of this book is to present a comprehensive introduction to the research on wave phenomena. Starting with basic models for acoustic, elastic, and electro-magnetic waves, topics such as the existence of solutions for linear and some nonlinear material laws, efficient discretizations and solution methods in space and time, and the application to inverse parameter identification problems are covered. The aim of this book is to intertwine analysis and numerical mathematics for wave-type problems promoting thus cooperative research projects in this field.

Author : Boldrighini, Carlo
Publisher : Universitätsverlag Potsdam
ISBN 13 : 3869564857
Total Pages : 214 pages
Book Rating : 4.52/5 ( download)

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Download or read book Proceedings of the XI international conference Stochastic and Analytic Methods in Mathematical Physics written by Boldrighini, Carlo and published by Universitätsverlag Potsdam. This book was released on 2020 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt: The XI international conference Stochastic and Analytic Methods in Mathematical Physics was held in Yerevan 2 – 7 September 2019 and was dedicated to the memory of the great mathematician Robert Adol’fovich Minlos, who passed away in January 2018. The present volume collects a large majority of the contributions presented at the conference on the following domains of contemporary interest: classical and quantum statistical physics, mathematical methods in quantum mechanics, stochastic analysis, applications of point processes in statistical mechanics. The authors are specialists from Armenia, Czech Republic, Denmark, France, Germany, Italy, Japan, Lithuania, Russia, UK and Uzbekistan. A particular aim of this volume is to offer young scientists basic material in order to inspire their future research in the wide fields presented here.

Author : Aleksander Janicki
Publisher :
ISBN 13 : 9788390658704
Total Pages : 247 pages
Book Rating : 4.04/5 ( download)

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Download or read book Numerical and Statistical Approximation of Stochastic Differential Equations with Non-Gaussian Measures written by Aleksander Janicki and published by . This book was released on 1996 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : G. F. Roach
Publisher : Princeton University Press
ISBN 13 : 0691142173
Total Pages : 399 pages
Book Rating : 4.73/5 ( download)

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Download or read book Mathematical Analysis of Deterministic and Stochastic Problems in Complex Media Electromagnetics written by G. F. Roach and published by Princeton University Press. This book was released on 2012-03-04 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: Electromagnetic complex media are artificial materials that affect the propagation of electromagnetic waves in surprising ways not usually seen in nature. Because of their wide range of important applications, these materials have been intensely studied over the past twenty-five years, mainly from the perspectives of physics and engineering. But a body of rigorous mathematical theory has also gradually developed, and this is the first book to present that theory. Designed for researchers and advanced graduate students in applied mathematics, electrical engineering, and physics, this book introduces the electromagnetics of complex media through a systematic, state-of-the-art account of their mathematical theory. The book combines the study of well posedness, homogenization, and controllability of Maxwell equations complemented with constitutive relations describing complex media. The book treats deterministic and stochastic problems both in the frequency and time domains. It also covers computational aspects and scattering problems, among other important topics. Detailed appendices make the book self-contained in terms of mathematical prerequisites, and accessible to engineers and physicists as well as mathematicians.