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)

PDF Abstract
No code implementations yet. Submit your code now