Energy-preserving integrators for stochastic Poisson systems
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Publication:487979
DOI10.4310/CMS.2014.v12.n8.a7zbMath1310.60074MaRDI QIDQ487979
Publication date: 23 January 2015
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
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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