Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
DOI10.3934/DCDSS.2021095zbMATH Open1492.60210OpenAlexW3197457915WikidataQ114022627 ScholiaQ114022627MaRDI QIDQ2129151FDOQ2129151
Yanzhao Cao, Pengjun Wang, Lijin Wang
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
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invariantsCasimir functionsdiscrete gradientsstochastic Poisson systemsHamiltonians-preserving methodsroot mean-square convergence order
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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