High-order energy-preserving methods for stochastic Poisson systems

DOI10.4208/EAJAM.290518.310718MaRDI QIDQ4983607zbMATH OpenOpenAlexFDO

Authors Xiuyan Li, Qiang Ma, Xiaohua Ding

Publication date 26 April 2021

Published in East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/eajam.290518.310718

zbMATH Keywords

mean-square convergencestochastic Runge-Kutta methodsenergy-preservingstochastic Poisson systems

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Structure-preserving numerical methods for a class of stochastic Poisson systems
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
• Energy-preserving integrators for stochastic Poisson systems
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods

Cites work

• Analysis of the closure approximation for a class of stochastic differential equations
• Cheap arbitrary high order methods for single integrand SDEs
• Energy-preserving Runge-Kutta methods
• Energy-preserving integrators for stochastic Poisson systems
• Energy-preserving methods for Poisson systems
• Energy-preserving numerical methods for Landau–Lifshitz equation
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
• Linear energy-preserving integrators for Poisson systems
• Optimal error estimates for a fully discrete Euler scheme for decoupled forward backward stochastic differential equations

Cited in

(9)

• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
• High order numerical integrators for single integrand Stratonovich SDEs
• Numerical simulations of stochastic differential equations with multiple conserved quantities by conservative methods
• 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
• Arbitrarily high-order energy-conserving methods for Poisson problems
• Long time energy and kinetic energy conservations of exponential integrators for highly oscillatory conservative systems
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Structure-preserving numerical methods for a class of stochastic Poisson systems

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