Perturbative analysis of stochastic Hamiltonian problems under time discretizations

DOI10.1016/J.AML.2021.107223zbMath1471.60083OpenAlexW3139236501WikidataQ114210580 ScholiaQ114210580MaRDI QIDQ2233290

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

zbMATH Keywords

perturbative theorystochastic Runge-Kutta methodsstochastic Hamiltonian problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

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 ⋮ Numerical conservation issues for the stochastic Korteweg-de Vries equation ⋮ Numerical conservation laws of time fractional diffusion PDEs

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