Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems

DOI10.1016/J.AMC.2023.128488OpenAlexW4389705703MaRDI QIDQ6130161FDOQ6130161

Authors: Raffaele D'Ambrosio, Stefano Di Giovacchino 

Publication date: 18 April 2024

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2023.128488

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zbMATH Keywords

symplectic methodsstochastic Hamiltonian systemsmodified differential equationsstrong backward error analysis

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

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