Numerical Approximations of Stochastic Maxwell Equations

Numerical Approximations of Stochastic Maxwell Equations PDF Author: Chuchu Chen
Publisher: Springer Nature
ISBN: 9819966868
Category : Mathematics
Languages : en
Pages : 293

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Book Description
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.

Numerical Approximations of Stochastic Maxwell Equations

Numerical Approximations of Stochastic Maxwell Equations PDF Author: Chuchu Chen
Publisher: Springer Nature
ISBN: 9819966868
Category : Mathematics
Languages : en
Pages : 293

Get Book Here

Book Description
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.

Symplectic Integration of Stochastic Hamiltonian Systems

Symplectic Integration of Stochastic Hamiltonian Systems PDF Author: Jialin Hong
Publisher: Springer Nature
ISBN: 9811976708
Category : Mathematics
Languages : en
Pages : 307

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Book Description
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.

Invariant Measures for Stochastic Nonlinear Schrödinger Equations

Invariant Measures for Stochastic Nonlinear Schrödinger Equations PDF Author: Jialin Hong
Publisher: Springer Nature
ISBN: 9813290692
Category : Mathematics
Languages : en
Pages : 229

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Book Description
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.

Proceedings of the XI international conference Stochastic and Analytic Methods in Mathematical Physics

Proceedings of the XI international conference Stochastic and Analytic Methods in Mathematical Physics PDF Author: Boldrighini, Carlo
Publisher: Universitätsverlag Potsdam
ISBN: 3869564857
Category : Mathematics
Languages : en
Pages : 214

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Book Description
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.

Mathematical Analysis of Deterministic and Stochastic Problems in Complex Media Electromagnetics

Mathematical Analysis of Deterministic and Stochastic Problems in Complex Media Electromagnetics PDF Author: G. F. Roach
Publisher: Princeton University Press
ISBN: 0691142173
Category : Mathematics
Languages : en
Pages : 399

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Book Description
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.

Numerical Approximation of the Magnetoquasistatic Model with Uncertainties

Numerical Approximation of the Magnetoquasistatic Model with Uncertainties PDF Author: Ulrich Römer
Publisher: Springer
ISBN: 3319412949
Category : Technology & Engineering
Languages : en
Pages : 128

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Book Description
This book presents a comprehensive mathematical approach for solving stochastic magnetic field problems. It discusses variability in material properties and geometry, with an emphasis on the preservation of structural physical and mathematical properties. It especially addresses uncertainties in the computer simulation of magnetic fields originating from the manufacturing process. Uncertainties are quantified by approximating a stochastic reformulation of the governing partial differential equation, demonstrating how statistics of physical quantities of interest, such as Fourier harmonics in accelerator magnets, can be used to achieve robust designs. The book covers a number of key methods and results such as: a stochastic model of the geometry and material properties of magnetic devices based on measurement data; a detailed description of numerical algorithms based on sensitivities or on a higher-order collocation; an analysis of convergence and efficiency; and the application of the developed model and algorithms to uncertainty quantification in the complex magnet systems used in particle accelerators.

Numerical Solution of Stochastic Differential Equations

Numerical Solution of Stochastic Differential Equations PDF Author: Peter E. Kloeden
Publisher: Springer Science & Business Media
ISBN: 3662126168
Category : Mathematics
Languages : en
Pages : 666

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Book Description
The numerical analysis of stochastic differential equations (SDEs) differs significantly from that of ordinary differential equations. This book provides an easily accessible introduction to SDEs, their applications and the numerical methods to solve such equations. From the reviews: "The authors draw upon their own research and experiences in obviously many disciplines... considerable time has obviously been spent writing this in the simplest language possible." --ZAMP

Abstracts of Papers Presented to the American Mathematical Society

Abstracts of Papers Presented to the American Mathematical Society PDF Author: American Mathematical Society
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 718

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Book Description


An Introduction to Computational Stochastic PDEs

An Introduction to Computational Stochastic PDEs PDF Author: Gabriel J. Lord
Publisher: Cambridge University Press
ISBN: 0521899907
Category : Business & Economics
Languages : en
Pages : 516

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Book Description
This book offers a practical presentation of stochastic partial differential equations arising in physical applications and their numerical approximation.

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1572

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Book Description