Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems

DOI10.3934/DCDSS.2021095MaRDI QIDQ2129151zbMATH OpenOpenAlexWikidataFDO

Authors Lijin Wang, Pengjun Wang, Yanzhao Cao

Publication date 22 April 2022

Published in Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdss.2021095

zbMATH Keywords

invariantsCasimir functionsdiscrete gradientsstochastic Poisson systemsHamiltonians-preserving methodsroot mean-square convergence order

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical integration (65D30) 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)

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Cites work

• scientific article; zbMATH DE number 54145 (Why is no real title available?)
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• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Symplectic Geometric Algorithms for Hamiltonian Systems
• Time integration and discrete Hamiltonian systems

Cited in

(5)

• Constructing invariant-preserving numerical schemes based on Poisson and Nambu brackets
• Drift-preserving numerical integrators for stochastic Poisson systems
• Splitting integrators for stochastic Lie–Poisson systems
• Structure-preserving numerical methods for a class of stochastic Poisson systems
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems

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