Symplectic Numerical Schemes for Stochastic Systems Preserving Hamiltonian Functions

DOI10.1007/978-3-642-41515-9_16zbMath1352.65013OpenAlexW2202178721MaRDI QIDQ2859143

Jian Deng, Cristina Anton, Yau Shu Wong

Publication date: 6 November 2013

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-41515-9_16

zbMATH Keywords

symplectic integrationmean-square convergencestochastic Hamiltonian systemshigh-order numerical schemes

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

Related Items (4)

Stochastic discrete Hamiltonian variational integrators ⋮ Modified equations for weakly convergent stochastic symplectic schemes via their generating functions ⋮ Unnamed Item ⋮ Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems

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