A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems

DOI10.11948/20200315MaRDI QIDQ6598976zbMATH OpenFDO

Authors Xiuyan Li, Qiang Ma, Xiaohua Ding

Publication date 5 September 2024

Published in Journal of Applied Analysis and Computation (Search for Journal in Brave)

zbMATH Keywords

symplecticstochastic Hamiltonian systemsstochastic partitioned Runge-Kutta methodsstochastic B-seriescontinuous-stage

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Dynamical systems in numerical analysis (37N30)

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• An Algebraic Theory of Integration Methods
• An energy-preserving exponentially-fitted continuous stage Runge-Kutta method for Hamiltonian systems
• B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values
• Coefficients for the study of Runge-Kutta integration processes
• Construction of symplectic (partitioned) Runge-Kutta methods with continuous stage
• Construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems
• Continuous stage stochastic Runge-Kutta methods
• Generating functions for stochastic symplectic methods
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
• Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Order conditions of stochastic Runge--Kutta methods by B-series
• Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
• Rooted tree analysis of the order conditions of row-type scheme for stochastic differential equations
• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• Symmetric and symplectic exponential integrators for nonlinear Hamiltonian systems
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
• Symplectic methods for the Ablowitz–Ladik discrete nonlinear Schrödinger equation

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