Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods
DOI10.4208/eajam.080321.090721zbMath1481.65026OpenAlexW3214953621WikidataQ115211217 ScholiaQ115211217MaRDI QIDQ5061728
Qiang Ma, Zhen-Yu Wang, Xiao-Hua Ding
Publication date: 14 March 2022
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4208/eajam.080321.090721
stochastic differential equationprojectionmean-square convergencediscrete gradientmultiple conserved quantity
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Unnamed Item
- Unnamed Item
- Energy-preserving integrators for stochastic Poisson systems
- Projection methods for stochastic differential equations with conserved quantities
- Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
- High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
- Invariant measure of a stochastic food-limited population model with regime switching
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method
- An efficient explicit full-discrete scheme for strong approximation of stochastic Allen-Cahn equation
- Dynamical behavior of a one-prey two-predator model with random perturbations
- Analysis of a stochastic hybrid population model with Allee effect
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- Order Conditions of Stochastic Runge--Kutta Methods by B-Series
- Topics in structure-preserving discretization
- Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
- Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
- Stochastic Lie Group Integrators
- Geometric integration using discrete gradients
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure
- High-Order Energy-Preserving Methods for Stochastic Poisson Systems
- New Second-Order Schemes for Forward Backward Stochastic Differential Equations
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
- Auxiliary Equations Approach for the Stochastic Unsteady Navier--Stokes Equations with Additive Random Noise
- Explicit volume-preserving splitting methods for divergence-free ODEs by tensor-product basis decompositions
- Invariant Connections, Lie Algebra Actions, and Foundations of Numerical Integration on Manifolds
- Geometric Numerical Integration
This page was built for publication: Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods