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.

Approximations and Numerical Methods for the Solution of Maxwell's Equations

Approximations and Numerical Methods for the Solution of Maxwell's Equations PDF Author: F. El Dabaghi
Publisher: Oxford University Press, USA
ISBN:
Category : Mathematics
Languages : en
Pages : 416

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Book Description
This book was written in response to the increasing interest in the high frequency numerical solution of Maxwell's equations. Research activity in this area has been stimulated by requirements for greater precision in radar cross-section calculations, particularly for geometries with lowobservability; however there are also a growing number of applications in bio-electromagnetism and electromagnetic compatibility. It is hoped that these proceedings will be of interest both to specialists in this area as well as to others simply looking for a guide to recent developments.

Numerical Approximations for Stochastic Differential Equations

Numerical Approximations for Stochastic Differential Equations PDF Author: James Matthew Foster
Publisher:
ISBN:
Category :
Languages : en
Pages :

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On Numerical Approximations for Stochastic Differential Equations

On Numerical Approximations for Stochastic Differential Equations PDF Author: Xiling Zhang
Publisher:
ISBN:
Category :
Languages : en
Pages :

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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.

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 : 220

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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.

Numerical Approximation of Stochastic Differential Equations

Numerical Approximation of Stochastic Differential Equations PDF Author: Tianyu Zhang
Publisher:
ISBN:
Category : Approximation theory
Languages : en
Pages : 122

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Book Description


Wave Phenomena

Wave Phenomena PDF Author: Willy Dörfler
Publisher: Springer Nature
ISBN: 3031057937
Category : Mathematics
Languages : en
Pages : 368

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Book Description
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.

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