Splitting integrators for stochastic Lie–Poisson systems (Q6045328)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Splitting integrators for stochastic Lie–Poisson systems

scientific article; zbMATH DE number 7689728

Language	Label	Description	Also known as
default for all languages	No label defined
English	Splitting integrators for stochastic Lie–Poisson systems	scientific article; zbMATH DE number 7689728

Statements

instance of

scholarly article

0 references

title

Splitting integrators for stochastic Lie–Poisson systems (English)

0 references

published in

Mathematics of Computation

0 references

publication date

26 May 2023

0 references

full work available at URL

https://arxiv.org/abs/2111.07387

0 references

zbMATH Keywords

stochastic Poisson systems

0 references

splitting schemes

0 references

Poisson integrators

0 references

strong and weak rates of convergence

0 references

asymptotic preserving schemes

0 references

Maxwell-Bloch equations

0 references

rigid body equations

0 references

sine-Euler equations

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

High weak order methods for stochastic differential equations based on modified equations

0 references

A technique for studying strong and weak local errors of splitting stochastic integrators

0 references

Word combinatorics for stochastic differential equations: splitting integrators

0 references

Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs

0 references

Symplectic schemes for stochastic Hamiltonian systems preserving Hamiltonian functions

0 references

Noise and dissipation in rigid body motion

0 references

Q4210478

0 references

Mécanique aléatoire

0 references

A concise introduction to geometric numerical integration

0 references

Stochastic variational integrators

0 references

On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes

0 references

Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

0 references

Second order PDE's in finite and infinite dimension

0 references

Drift-preserving numerical integrators for stochastic Hamiltonian systems

0 references

Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator

0 references

High order numerical integrators for single integrand Stratonovich SDEs

0 references

Energy-preserving integrators for stochastic Poisson systems

0 references

Drift-preserving numerical integrators for stochastic Poisson systems

0 references

Multiple Lie-Poisson structures, reductions, and geometric phases for the Maxwell-Bloch travelling wave equations

0 references

High-order symplectic schemes for stochastic Hamiltonian systems

0 references

Numerical integration of Lie-Poisson systems while preserving coadjoint orbits and energy

0 references

Stability for multispecies population models in random environments

0 references

Stochastic geometric models with non-stationary spatial correlations in Lagrangian fluid flows

0 references

Geometric Numerical Integration

0 references

High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise

0 references

Stochastic discrete Hamiltonian variational integrators

0 references

Structure-Preserving Numerical Methods for Stochastic Poisson Systems

0 references

Q4004325

0 references

Stochastic Hamiltonian dynamical systems

0 references

REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS

0 references

Simulating Hamiltonian Dynamics

0 references

Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems

0 references

Motion of a rigid body under random perturbation

0 references

Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

0 references

Stochastic Lie Group Integrators

0 references

Explicit Lie-Poisson integration and the Euler equations

0 references

Splitting methods

0 references

Numerical Methods for Stochastic Systems Preserving Symplectic Structure

0 references

Symplectic Integration of Hamiltonian Systems with Additive Noise

0 references

Q4826106

0 references

Conserved quantities and symmetry for stochastic dynamical systems

0 references

Conserved quantities and symmetries related to stochastic dynamical systems

0 references

Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods

0 references

Weak Approximation of Stochastic Differential Equations and Application to Derivative Pricing

0 references

Multiscale Methods

0 references

LIE–TROTTER FORMULA AND POISSON DYNAMICS

0 references

Long-time behaviour of a stochastic prey--predator model.

0 references

Q4315882

0 references

Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems

0 references

Expansion of the global error for numerical schemes solving stochastic differential equations

0 references

On the stochastic modeling of rigid body systems with application to polymer dynamics

0 references

Generating functions for stochastic symplectic methods

0 references

Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems

0 references

Construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems

0 references

Finite-mode analogs of 2D ideal hydrodynamics: Coadjoint orbits and local canonical structure

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Splitting integrators for stochastic Lie–Poisson systems