Energy-preserving integrators for stochastic Poisson systems
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Casimir functionenergy-preserving numerical schemesstochastic midpoint schemestochastic Poisson systemsStratonovich SDEs
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Numerical solutions to stochastic differential and integral equations (65C30)
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- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
- A unified framework for the study of high-order energy-preserving integrators for solving Poisson systems
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
- High order numerical integrators for single integrand Stratonovich SDEs
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
- Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
- Exponential discrete gradient schemes for a class of stochastic differential equations
- Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems
- Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- Energy-preserving methods for Poisson systems
- High-order energy-preserving methods for stochastic Poisson systems
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
- Drift-preserving numerical integrators for stochastic Poisson systems
- Numerical simulations of stochastic differential equations with multiple conserved quantities by conservative methods
- Structure-preserving numerical methods for a class of stochastic Poisson systems
- Cheap arbitrary high order methods for single integrand SDEs
- Structure-Preserving Numerical Methods for Stochastic Poisson Systems
- Linear energy-preserving integrators for Poisson systems
- Stochastic partitioned averaged vector field methods for stochastic differential equations with a conserved quantity
- Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems
- Splitting integrators for stochastic Lie–Poisson systems
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- Data-driven structure-preserving model reduction for stochastic Hamiltonian systems
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
- Stochastic conformal integrators for linearly damped stochastic Poisson systems
- Contractivity of stochastic -methods under non-global Lipschitz conditions
- Projection methods for stochastic differential equations with conserved quantities
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