| Abstract: |
| In this talk, we focus on investigating the weak convergence of the implicit Euler scheme for stochastic Maxwell equations on the infinite time horizon. Based on the properties of the Maxwell operator, we first analyze the regularities of transformed Kolmogorov equation associated to the stochastic Maxwell equations. Then by constructing an adapted continuous auxiliary process of the implicit Euler scheme, we prove that the long-time weak convergence order of the scheme is one, which is twice the strong convergence order. At last, we give some applications of the weak convergence result. This is a joint work with Prof. Chuchu Chen and Prof. Jialin Hong. |
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