Symplectic integration of stochastic Hamiltonian systems

DOI10.1007/978-981-19-7670-4OpenAlexW4321448713MaRDI QIDQ2108919FDOQ2108919

Authors: Jialin Hong, Liying Sun 

Publication date: 20 December 2022

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-19-7670-4

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Dynamical systems and ergodic theory (37-XX)

Cited In (5)

• Weak symplectic schemes for stochastic Hamiltonian equations
• Error expansion for a symplectic scheme for stochastic Hamiltonian systems
• 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
• Title not available (Why is that?)

This page was built for publication: Symplectic integration of stochastic Hamiltonian systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2108919)