Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems

DOI10.1016/J.CAM.2019.112433zbMath1437.60034OpenAlexW2970886830WikidataQ127314194 ScholiaQ127314194MaRDI QIDQ1989199

Cristina Anton

Publication date: 24 April 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112433

zbMATH Keywords

symplectic integrationstochastic Hamiltonian systemspseudo-symplectic method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems ⋮ A Symplectic Conservative Perturbation Series Expansion Method for Linear Hamiltonian Systems with Perturbations and Its Applications ⋮ A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems ⋮ Symplectic central difference scheme for quasi-linear autonomous Birkhoffian systems

Cites Work

• Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Pseudo-symplectic Runge-Kutta methods
• Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
• Symplectic Integration of Hamiltonian Systems with Additive Noise
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• High-Order Symplectic Schemes for Stochastic Hamiltonian Systems
• Geometric Numerical Integration
• Unnamed Item

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