Wiener Chaos Expansions for Stochastic Differential Equations and Applications in Photonic Crystal
Abstract:
We propose a new stochastic model for general spatially incoherent sources with applications in photonic crystal. The model naturally incorporates the incoherent property and leads to stochastic Maxwell equations. Fast numerical methods based on Wiener Chaos Expansions (WCE), which convert the random equations into de-coupled system of deterministic equations, are developed. The new methods can achieve 2 order of magnitude faster computation time over the standard method in photonic crystal spectrometer design.
Applied Mathematics Seminar