Information for "Numerical Methods for Stochastic Systems Preserving Symplectic Structure"

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Display title	Numerical Methods for Stochastic Systems Preserving Symplectic Structure
Default sort key	Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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Page ID	11990736
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MaRDI portal item ID	Q4785830
Central description	scientific article; zbMATH DE number 1848647

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Page creator	Import240129110113 (talk \| contribs)
Date of page creation	01:18, 8 February 2024
Latest editor	AllProfilePages260409040437 (talk \| contribs)
Date of latest edit	00:48, 15 April 2026
Total number of edits	2
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MaRDI portal entities used in this page	published in Miscellaneous (e.g. entity existence) Label: en full work available at URL Miscellaneous (e.g. entity existence) Label: en Mathematics Subject Classification ID Miscellaneous (e.g. entity existence) Label: en publication date Miscellaneous (e.g. entity existence) Label: en Stochastic discrete Hamiltonian variational integrators Title General order conditions for stochastic partitioned Runge-Kutta methods Title Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion Title Explicit pseudo-symplectic methods for stochastic Hamiltonian systems Title Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths Title A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise Title Yu. M. Repin Label: en Title Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods Title Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems Title High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise Label: en Title Runge-Kutta Lawson schemes for stochastic differential equations Title Projected exponential Runge-Kutta methods for preserving dissipative properties of perturbed constrained Hamiltonian systems Title Discrete stochastic port-Hamiltonian systems Title Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants Title A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations Title Symplectic integration of stochastic Hamiltonian systems Title Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise Title Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods Title An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas Title Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method Title Stochastic heat equation: numerical positivity and almost surely exponential stability Title Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model Title A review of structure-preserving numerical methods for engineering applications Title High order numerical integrators for single integrand Stratonovich SDEs Title Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods Title Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations Title Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle Title Exponential discrete gradient schemes for a class of stochastic differential equations Title Weak backward error analysis for stochastic Hamiltonian systems Title On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case Title A review on stochastic multi-symplectic methods for stochastic Maxwell equations Title Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems Title Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise Label: en Title Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise Label: en Title Predictor-corrector methods for a linear stochastic oscillator with additive noise Title Modified equations for stochastic differential equations Title Symplectic numerical methods for dynamical systems and their applications Title Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method Title On the conservative character of discretizations to Itô-Hamiltonian systems with small noise Title M. V. Tretyakov Label: en Title Splitting integrators for the stochastic Landau-Lifshitz equation Title Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\) Title Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions Title Symplectic numerical schemes for stochastic systems preserving Hamiltonian functions Title Stochastic dynamics for inextensible fibers in a spatially semi-discrete setting Title Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise Title Conservative stochastic differential equations: mathematical and numerical analysis Title Modified equations for weakly convergent stochastic symplectic schemes via their generating functions Title On the discretization schemes for the CIR (and Bessel squared) processes Title Generating functions for stochastic symplectic methods Title Quasi-symplectic methods for Langevin-type equations Title On the numerical discretisation of stochastic oscillators Title Symplectic Integration of Hamiltonian Systems with Additive Noise Title Numerical methods for stochastic simulation: when stochastic integration meets geometric numerical integration Title High order conformal symplectic and ergodic schemes for the stochastic Langevin equation via generating functions Title Numerical Methods for Stochastic Systems Preserving Symplectic Structure Title Miscellaneous (e.g. entity existence) Label: en Some statements Sitelink A stable numerical scheme for stochastic differential equations with multiplicative noise Title Convergence and stability of the canonical EM splitting method for nonautonomous stiff stochastic differential equations Title Numerical simulations of stochastic differential equations with multiple conserved quantities by conservative methods Title Diffusion bridges for stochastic Hamiltonian systems and shape evolutions Title Structure-preserving numerical methods for a class of stochastic Poisson systems Title Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator Title Structure-Preserving Numerical Methods for Stochastic Poisson Systems Title High-order symplectic schemes for stochastic Hamiltonian systems Label: en Title Construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems Label: en Title A class of orthogonal integrators for stochastic differential equations Title Symplectic schemes for stochastic Hamiltonian systems preserving Hamiltonian functions Title Q5862230 Title Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations Title Grigori N. Milstein Label: en Title Splitting integrators for stochastic Lie–Poisson systems Title Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus Title Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems Title Data-driven structure-preserving model reduction for stochastic Hamiltonian systems Title Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model Title Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model Title Numerical conservation issues for jump Pearson diffusions Title Variational integrators for stochastic Hamiltonian systems on Lie groups Title SIAM Journal on Numerical Analysis Label: en A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems Title B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems Title Structure-preserving methods for Marcus stochastic Hamiltonian systems with additive Lévy noise Title The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model Title Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations Title Projection methods for stochastic differential equations with conserved quantities Title Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems Title Computing ergodic limits for Langevin equations Title A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales Title Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process Title