High-Order Energy-Preserving Methods for Stochastic Poisson Systems
نویسندگان
چکیده
منابع مشابه
Energy-preserving integrators for stochastic Poisson systems
A new class of energy-preserving numerical schemes for stochastic Hamiltonian systems with non-canonical structure matrix (in the Stratonovich sense) is proposed. These numerical integrators are of mean-square order one and also preserve quadratic Casimir functions. In the deterministic setting, our schemes reduce to methods proposed in [9] and [6].
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ژورنال
عنوان ژورنال: East Asian Journal on Applied Mathematics
سال: 2019
ISSN: 2079-7362,2079-7370
DOI: 10.4208/eajam.290518.310718