Perturbative analysis of stochastic Hamiltonian problems under time discretizations
DOI10.1016/J.AML.2021.107223zbMATH Open1471.60083OpenAlexW3139236501WikidataQ114210580 ScholiaQ114210580MaRDI QIDQ2233290FDOQ2233290
Authors: Yanyan Li 
Publication date: 15 October 2021
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2021.107223
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Cites Work
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- Geometric Numerical Integration
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- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods
- Runge-Kutta methods for Itô stochastic differential equations with scalar noise
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
- On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
- Numerical preservation of long-term dynamics by stochastic two-step methods
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- Nonlinear stability issues for stochastic Runge-Kutta methods
- Improved \(\vartheta\)-methods for stochastic Volterra integral equations
- Mean-square contractivity of stochastic \(\vartheta\)-methods
Cited In (8)
- Positivity-preserving and elementary stable nonstandard method for a COVID-19 SIR model
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations
- Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
- On stochastic behavior of perturbed Hamiltonian systems
- Numerical conservation laws of time fractional diffusion PDEs
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