期刊论文详细信息
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 卷:373 |
Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems | |
Article; Proceedings Paper | |
Anton, Cristina1  | |
[1] Grant MacEwan Univ, Dept Math & Stat, Edmonton, AB T5J 4S2, Canada | |
关键词: Stochastic Hamiltonian systems; Symplectic integration; Pseudo-symplectic method; | |
DOI : 10.1016/j.cam.2019.112433 | |
来源: Elsevier | |
【 摘 要 】
We propose a systematic approach to construct explicit pseudo-symplectic schemes for stochastic Hamiltonian systems. This method is based on generating functions. so it is an extension of the techniques used for constructing high-order symplectic schemes for stochastic Hamiltonian systems. We study the order of convergence of the proposed explicit pseudo-symplectic schemes. The excellent long term performance of the pseudo-symplectic schemes is verified numerically. (C) 2019 Elsevier B.V. All rights reserved.
【 授权许可】
Free
【 预 览 】
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