Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)
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(81)- Stochastic heat equation: numerical positivity and almost surely exponential stability
- Modified equations for stochastic differential equations
- Diffusion bridges for stochastic Hamiltonian systems and shape evolutions
- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
- A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations
- Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- A class of orthogonal integrators for stochastic differential equations
- High order numerical integrators for single integrand Stratonovich SDEs
- Weak backward error analysis for stochastic Hamiltonian systems
- Symplectic integration of stochastic Hamiltonian systems
- Stochastic dynamics for inextensible fibers in a spatially semi-discrete setting
- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
- On the numerical discretisation of stochastic oscillators
- Data-driven structure-preserving model reduction for stochastic Hamiltonian systems
- Symplectic Integration of Hamiltonian Systems with Additive Noise
- Numerical methods for stochastic simulation: when stochastic integration meets geometric numerical integration
- Numerical simulations of stochastic differential equations with multiple conserved quantities by conservative methods
- Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
- Quasi-symplectic methods for Langevin-type equations
- Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
- Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
- Exponential discrete gradient schemes for a class of stochastic differential equations
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model
- Energy-preserving fully-discrete schemes for nonlinear stochastic wave equations with multiplicative noise
- Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods
- An explicitly solvable energy-conserving algorithm for pitch-angle scattering in magnetized plasmas
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
- A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems
- High order conformal symplectic and ergodic schemes for the stochastic Langevin equation via generating functions
- Predictor-corrector methods for a linear stochastic oscillator with additive noise
- Numerical conservation issues for jump Pearson diffusions
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
- A review on stochastic multi-symplectic methods for stochastic Maxwell equations
- Runge-Kutta Lawson schemes for stochastic differential equations
- Projected exponential Runge-Kutta methods for preserving dissipative properties of perturbed constrained Hamiltonian systems
- Variational integrators for stochastic Hamiltonian systems on Lie groups
- B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems
- Computing ergodic limits for Langevin equations
- Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions
- Generating functions for stochastic symplectic methods
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems
- Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
- Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
- Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems
- Symplectic schemes for stochastic Hamiltonian systems preserving Hamiltonian functions
- Structure-Preserving Numerical Methods for Stochastic Poisson Systems
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
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- Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus
- Structure-preserving methods for Marcus stochastic Hamiltonian systems with additive Lévy noise
- Splitting integrators for the stochastic Landau-Lifshitz equation
- Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions
- Structure-preserving numerical methods for a class of stochastic Poisson systems
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
- Discrete stochastic port-Hamiltonian systems
- A stochastic immersed boundary method for fluid-structure dynamics at microscopic length scales
- Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion
- On the discretization schemes for the CIR (and Bessel squared) processes
- Splitting integrators for stochastic Lie–Poisson systems
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Symplectic numerical schemes for stochastic systems preserving Hamiltonian functions
- Conservative stochastic differential equations: mathematical and numerical analysis
- Symplectic numerical methods for dynamical systems and their applications
- The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
- scientific article; zbMATH DE number 7485185 (Why is no real title available?)
- Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
- Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations
- Stochastic discrete Hamiltonian variational integrators
- Projection methods for stochastic differential equations with conserved quantities
- A stable numerical scheme for stochastic differential equations with multiplicative noise
- A review of structure-preserving numerical methods for engineering applications
- General order conditions for stochastic partitioned Runge-Kutta methods
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