Generating functions for stochastic symplectic methods

DOI10.3934/DCDS.2014.34.1211zbMATH Open1278.65006OpenAlexW2332515471MaRDI QIDQ379801FDOQ379801

Authors: Lijin Wang, Jialin Hong 

Publication date: 11 November 2013

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2014.34.1211

Recommendations

• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• High-order symplectic schemes for stochastic Hamiltonian systems
• Symplectic schemes for stochastic Hamiltonian systems preserving Hamiltonian functions
• Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems
• Symplectic numerical schemes for stochastic systems preserving Hamiltonian functions

zbMATH Keywords

numerical examplesgenerating functionssymplectic integrationstochastic Hamiltonian systemsstochastic symplectic methodsHamilton-Jacobi PDEssymplecticity

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) 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) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• An algorithmic introduction to numerical simulation of stochastic differential equations
• Title not available (Why is that?)
• Discrete Hamiltonian variational integrators
• Title not available (Why is that?)
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• Order conditions of stochastic Runge--Kutta methods by B-series
• Symplectic Integration of Hamiltonian Systems with Additive Noise
• Title not available (Why is that?)
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Numerical simulation of a linear stochastic oscillator with additive noise
• Midpoint rule for a linear stochastic oscillator with additive noise
• Title not available (Why is that?)
• Predictor-corrector methods for a linear stochastic oscillator with additive noise
• Title not available (Why is that?)
• The stochastic Hamilton-Jacobi equation

Cited In (19)

• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
• Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model
• A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems
• High order conformal symplectic and ergodic schemes for the stochastic Langevin equation via generating functions
• Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems
• A review on stochastic multi-symplectic methods for stochastic Maxwell equations
• Modified equations for weakly convergent stochastic symplectic schemes via their generating functions
• Generating functions for dynamical systems with symmetries, integrals, and differential invariants
• A Note on the Generating Function Method
• Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
• Splitting integrators for stochastic Lie–Poisson systems
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• A new class of symplectic integration schemes based on generating functions
• Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator
• Variational description for the generating function method of first kind
• Stochastic discrete Hamiltonian variational integrators
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise

This page was built for publication: Generating functions for stochastic symplectic methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q379801)