Energy-preserving integrators for stochastic Poisson systems
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Publication:487979
Casimir functionenergy-preserving numerical schemesstochastic midpoint schemestochastic Poisson systemsStratonovich SDEs
Probabilistic models, generic numerical methods in probability and statistics (65C20) 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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- Data-driven structure-preserving model reduction for stochastic Hamiltonian systems
- Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- High-order energy-preserving methods for stochastic Poisson systems
- Linear energy-preserving integrators for Poisson systems
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- High order numerical integrators for single integrand Stratonovich SDEs
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
- Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems
- Drift-preserving numerical integrators for stochastic Poisson systems
- Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs
- Energy-preserving methods for Poisson systems
- Splitting integrators for stochastic Lie–Poisson systems
- A unified framework for the study of high-order energy-preserving integrators for solving Poisson systems
- Exponential discrete gradient schemes for a class of stochastic differential equations
- Stochastic partitioned averaged vector field methods for stochastic differential equations with a conserved quantity
- Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
- Cheap arbitrary high order methods for single integrand SDEs
- Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
- An energy-conserving method for stochastic Maxwell equations with multiplicative noise
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- Structure-preserving numerical methods for a class of stochastic Poisson systems
- Structure-Preserving Numerical Methods for Stochastic Poisson Systems
- The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
- Projection methods for stochastic differential equations with conserved quantities
- Functionally-fitted energy-preserving integrators for Poisson systems
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