Numerical Approximations of Stochastic Maxwell Equations: via Structure-Preserving Algorithms

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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.

INTRODUCTION TO APPLIED NUMERICAL ANALYSIS, AN

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his book is based on lecture notes for a numerical analysis course designed mainly for senior undergraduate students majoring in mathematics, engineering, computer science and physical sciences. The book has two overarching goals. The first goal is to introduce different available numerical procedures for finding solutions to linear equations, roots of polynomial equations, interpolation and approximation, numerical differentiation and integration, differential equations, and error analysis. The second goal is to translate theory into practice through applying commonly used numerical methods in mathematics, physical sciences, biomedical sciences, and engineering. This book was crafted in an informal and user-friendly manner to motivate the study of the material being covered. Ample figures and numerical tables are presented to enhance the reader's ease of understanding of the material under consideration. Sample Chapter(s) Preface Chapter 7: Boundary Value Problems Contents: Preliminaries Solution of Linear System of Equations Roots of Nonlinear Equations Polynomial Approximation and Interpolation Differentiation and Integration Initial Value Problems Boundary Value Problems Partial Differential Equations Readership: Undergraduate students in Mathematics, Statistics, Physics, Engineering and Computer Science, biomedical, and any Course dealing with numerical calculations and computations.