Explicit pseudo-symplectic methods for stochastic Hamiltonian systems

DOI10.1007/s10543-017-0668-7zbMath1390.60261OpenAlexW2625576890MaRDI QIDQ1742589

Xinyan Niu, Jialin Hong, Jianbo Cui, Zhihui Liu

Publication date: 11 April 2018

Published in: BIT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10543-017-0668-7

zbMATH Keywords

explicit Runge-Kutta methodstochastic Hamiltonian systempseudo-symplectic method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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Diffusion Bridges for Stochastic Hamiltonian Systems and Shape Evolutions, Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems, A Symplectic Conservative Perturbation Series Expansion Method for Linear Hamiltonian Systems with Perturbations and Its Applications, Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems, A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems

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