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

MaRDI QIDQ5074958zbMATH OpenFDO

Authors Lijin Wang, Yanzhao Cao, Yu-Chao Wang

Publication date 10 May 2022

Full work available at URL https://www.global-sci.org/intro/article_detail/ijnam/20477.html

zbMATH Keywords

Casimir functionsPoisson integratorsPoisson structurestochastic Poisson systemsstructure-preserving algorithms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30)

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Cites work

• A new class of energy-preserving numerical integration methods
• An unconventional symplectic integrator of W. Kahan
• Energy-preserving integrators for stochastic Poisson systems
• Environmental Brownian noise suppresses explosions in population dynamics.
• Explicit Lie-Poisson integration and the Euler equations
• Geometric Numerical Integration
• Hamiltonian structures for the n-dimensional Lotka–Volterra equations
• High-order energy-preserving methods for stochastic Poisson systems
• scientific article; zbMATH DE number 22689 (Why is no real title available?)
• Lie-Poisson Hamilton-Jacobi theory and Lie-Poisson integrators
• Linear energy-preserving integrators for Poisson systems
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
• On the positivity of Poisson integrators for the Lotka-Volterra equations
• Poisson integrators
• Poisson schemes for Hamiltonian systems on Poisson manifolds
• Positive symplectic integrators for predator-prey dynamics
• Splitting K-symplectic methods for non-canonical separable Hamiltonian problems
• Splitting methods
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Symplectic Integration of Hamiltonian Systems with Additive Noise
• Symplectic methods for the Ablowitz-Ladik model
• Time integration and discrete Hamiltonian systems

Cited in

(9)

• Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
• Energy-preserving integrators for stochastic Poisson systems
• High-order energy-preserving methods for stochastic Poisson systems
• Structure-preserving reduced basis methods for Poisson systems
• Drift-preserving numerical integrators for stochastic Poisson systems
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems
• Splitting integrators for stochastic Lie–Poisson systems
• Lie-Poisson Numerical Method for a Class of Stochastic Lie-Poisson Systems
• Stochastic conformal integrators for linearly damped stochastic Poisson systems

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