Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs

28 Feb 2018 Zhang Liying Ji Lihai

In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian partial differential equations. Particularly, we apply these ideas to stochastic Maxwell equations with multiplicative noise, possessing the stochastic multi-symplectic conservation law and energy conservation law... (read more)

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  • SYMPLECTIC GEOMETRY