Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems

DOI10.11650/tjm/180803zbMath1426.60076OpenAlexW2886444883MaRDI QIDQ2422631

Xiuyan Li, Qiang Ma, Xiao-Hua Ding, Chi-Ping Zhang

Publication date: 20 June 2019

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.twjm/1533866419

zbMATH Keywords

symplectic methodsmean-square convergenceenergy-preserving methodsstochastic canonical Hamiltonian systemsEQUIP methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Dynamical systems in numerical analysis (37N30)

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Uses Software

• RODAS
• LIMbook

Cites Work

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