Symplectic integration of stochastic Hamiltonian systems

DOI10.1007/978-981-19-7670-4MaRDI QIDQ2108919OpenAlexFDO

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)

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Cited in

(5)

• scientific article; zbMATH DE number 7485185 (Why is no real title available?)
• 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
• Weak symplectic schemes for stochastic Hamiltonian equations
• Error expansion for a symplectic scheme for stochastic Hamiltonian systems

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