Numerical Approximations Of Stochastic Maxwell Equations
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Numerical Approximations Of Stochastic Maxwell Equations
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Author : Chuchu Chen
language : en
Publisher: Springer Nature
Release Date : 2024-01-04
Numerical Approximations Of Stochastic Maxwell Equations written by Chuchu Chen and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-01-04 with Mathematics categories.
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 Differential Equations With Non Globally Lipschitz Continuous Coefficients
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Author : Martin Hutzenthaler
language : en
Publisher: American Mathematical Soc.
Release Date : 2015-06-26
Numerical Approximations Of Stochastic Differential Equations With Non Globally Lipschitz Continuous Coefficients written by Martin Hutzenthaler and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-06-26 with Mathematics categories.
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.
Maxwell S Equations
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Author : Ulrich Langer
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2019-07-08
Maxwell S Equations written by Ulrich Langer and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-08 with Mathematics categories.
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.
Computational Electromagnetism
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Author : Houssem Haddar
language : en
Publisher: Springer
Release Date : 2015-07-20
Computational Electromagnetism written by Houssem Haddar and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-20 with Mathematics categories.
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.
Symplectic Integration Of Stochastic Hamiltonian Systems
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Author : Jialin Hong
language : en
Publisher: Springer Nature
Release Date : 2023-02-21
Symplectic Integration Of Stochastic Hamiltonian Systems written by Jialin Hong and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-02-21 with Mathematics categories.
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.
Wave Phenomena
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Author : Willy Dörfler
language : en
Publisher: Springer Nature
Release Date : 2023-03-30
Wave Phenomena written by Willy Dörfler and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-03-30 with Mathematics categories.
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.
Mathematical And Numerical Modelling In Electrical Engineering Theory And Applications
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Author : Michal Krízek
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-09
Mathematical And Numerical Modelling In Electrical Engineering Theory And Applications written by Michal Krízek and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-09 with Mathematics categories.
Mathematical modeling plays an essential role in science and engineering. Costly and time consuming experiments (if they can be done at all) are replaced by computational analysis. In industry, commercial codes are widely used. They are flexible and can be adjusted for solving specific problems of interest. Solving large problems with tens or hundreds of thousands unknowns becomes routine. The aim of analysis is to predict the behavior of the engineering and physical reality usually within the constraints of cost and time. Today, human cost and time are more important than computer cost. This trend will continue in the future. Agreement between computational results and reality is related to two factors, namely mathematical formulation of the problems and the accuracy of the numerical solution. The accuracy has to be understood in the context of the aim of the analysis. A small error in an inappropriate norm does not necessarily mean that the computed results are usable for practical purposes.
Invariant Measures For Stochastic Nonlinear Schr Dinger Equations
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Author : Jialin Hong
language : en
Publisher: Springer Nature
Release Date : 2019-08-22
Invariant Measures For Stochastic Nonlinear Schr Dinger Equations written by Jialin Hong and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-22 with Mathematics categories.
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.
Analysis And Numerics For Conservation Laws
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Author : Gerald Warnecke
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-12-05
Analysis And Numerics For Conservation Laws written by Gerald Warnecke and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-12-05 with Mathematics categories.
Whatdoasupernovaexplosioninouterspace,?owaroundanairfoil and knocking in combustion engines have in common? The physical and chemical mechanisms as well as the sizes of these processes are quite di?erent. So are the motivations for studying them scienti?cally. The super- 8 nova is a thermo-nuclear explosion on a scale of 10 cm. Astrophysicists try to understand them in order to get insight into fundamental properties of the universe. In ?ows around airfoils of commercial airliners at the scale of 3 10 cm shock waves occur that in?uence the stability of the wings as well as fuel consumption in ?ight. This requires appropriate design of the shape and structure of airfoils by engineers. Knocking occurs in combustion, a chemical 1 process, and must be avoided since it damages motors. The scale is 10 cm and these processes must be optimized for e?ciency and environmental conside- tions. The common thread is that the underlying ?uid ?ows may at a certain scale of observation be described by basically the same type of hyperbolic s- tems of partial di?erential equations in divergence form, called conservation laws. Astrophysicists, engineers and mathematicians share a common interest in scienti?c progress on theory for these equations and the development of computational methods for solutions of the equations. Due to their wide applicability in modeling of continua, partial di?erential equationsareamajor?eldofresearchinmathematics. Asubstantialportionof mathematical research is related to the analysis and numerical approximation of solutions to such equations. Hyperbolic conservation laws in two or more spacedimensionsstillposeoneofthemainchallengestomodernmathematics.
Numerical And Statistical Approximation Of Stochastic Differential Equations With Non Gaussian Measures
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Author : Aleksander Janicki
language : en
Publisher:
Release Date : 1996
Numerical And Statistical Approximation Of Stochastic Differential Equations With Non Gaussian Measures written by Aleksander Janicki and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Stochastic differential equations categories.