High-order energy-preserving methods for stochastic Poisson systems

DOI10.4208/EAJAM.290518.310718zbMATH Open1459.60128OpenAlexW2948165045MaRDI QIDQ4983607FDOQ4983607

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

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• Structure-preserving numerical methods for a class of stochastic Poisson systems
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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)

Cites Work

• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
• Energy-preserving methods for Poisson systems
• Energy-preserving Runge-Kutta methods
• Linear energy-preserving integrators for Poisson systems
• Energy-preserving numerical methods for Landau–Lifshitz equation
• Energy-preserving integrators for stochastic Poisson systems
• Cheap arbitrary high order methods for single integrand SDEs
• Analysis of the closure approximation for a class of stochastic differential equations
• 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
• Long time energy and kinetic energy conservations of exponential integrators for highly oscillatory conservative systems
• Arbitrarily high-order energy-conserving methods for Poisson problems
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Structure-preserving numerical methods for a class of stochastic Poisson systems

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