Parareal Algorithms for Stochastic Maxwell Equations with the Damping Term Driven by Additive Noise

In this paper, we propose the parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed algorithms proceed as two-level temporal parallelizable integrators with the stochastic exponential integrator as the coarse $\mathscr{G}$-propagator and both the exact solution integrator and the stochastic exponential integrator as the fine $\mathscr{F}$-propagator. The mean-square convergence order of the proposed algorithms consistently increases to $k,$ regardless of whether the exact solution integrator or the stochastic exponential integrator is chosen as the fine $\mathscr{F}$-propagator. Several numerical experiments are illustrated in order to verify our theoretical findings for different choices of the iteration number k and the damping coefficient $σ.$

Authors

Institutions

Publication Details

Journal
Journal of Computational Mathematics
Published
2025-10-09
DOI
https://doi.org/10.4208/jcm.2505-m2024-0262
Primary Topic
Stochastic processes and financial applications
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Parareal Algorithms for Stochastic Maxwell Equations with the Damping Term Driven by Additive Noise

Liying Zhang and Qi Zhang
Journal of Computational Mathematics
Stochastic processes and financial applications
article

Parareal Algorithms for Stochastic Maxwell Equations with the Damping Term Driven by Additive Noise

Liying Zhang and Qi Zhang
article en

Abstract

In this paper, we propose the parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed algorithms proceed as two-level temporal parallelizable integrators with the stochastic exponential integrator as the coarse $\mathscr{G}$-propagator and both the exact solution integrator and the stochastic exponential integrator as the fine $\mathscr{F}$-propagator. The mean-square convergence order of the proposed algorithms consistently increases to $k,$ regardless of whether the exact solution integrator or the stochastic exponential integrator is chosen as the fine $\mathscr{F}$-propagator. Several numerical experiments are illustrated in order to verify our theoretical findings for different choices of the iteration number k and the damping coefficient $σ.$

Journal of Computational Mathematics
China University of Mining and Technology (CN), China University of Mining and Technology - Beijing
Openalex Percentile: Top 64%
Stochastic processes and financial applications
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.