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

DOI10.1016/J.CAM.2019.112433MaRDI QIDQ1989199zbMATH OpenOpenAlexWikidataFDO

Authors Cristina A. 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)

Recommendations

• Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
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Cites work

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

Cited in

(10)

• Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
• Generating functions for stochastic symplectic methods
• High-order symplectic schemes for stochastic Hamiltonian systems
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems
• Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems
• Symplectic numerical schemes for stochastic systems preserving Hamiltonian functions
• A Symplectic Conservative Perturbation Series Expansion Method for Linear Hamiltonian Systems with Perturbations and Its Applications
• Symplectic schemes for stochastic Hamiltonian systems preserving Hamiltonian functions
• Symplectic central difference scheme for quasi-linear autonomous Birkhoffian systems
• A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems

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