Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15) 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)
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- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
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- Discrete stochastic port-Hamiltonian systems
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- Numerical preservation issues in stochastic dynamical systems by -methods
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- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
- Stochastic heat equation: numerical positivity and almost surely exponential stability
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model
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- High order numerical integrators for single integrand Stratonovich SDEs
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- Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
- Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
- Exponential discrete gradient schemes for a class of stochastic differential equations
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- On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case
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- Modified equations for stochastic differential equations
- Symplectic numerical methods for dynamical systems and their applications
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
- Splitting integrators for the stochastic Landau-Lifshitz equation
- Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
- Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions
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- High order conformal symplectic and ergodic schemes for the stochastic Langevin equation via generating functions
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- Stochastic multisymplectic PDEs and their structure-preserving numerical methods
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- Adapted Wasserstein distance between the laws of SDEs
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- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
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