Modified equations for weakly convergent stochastic symplectic schemes via their generating functions
文献类型：期刊论文
| 作者 | Wang, Lijin1; Hong, Jialin2 ; Sun, Liying1
|
| 刊名 | BIT NUMERICAL MATHEMATICS
 |
| 出版日期 | 2016-09-01 |
| 卷号 | 56期号:3页码:1131-1162 |
| 关键词 | Stochastic backward error analysis Stochastic modified equations Stochastic symplectic methods Stochastic Hamiltonian systems Stochastic generating functions |
| ISSN号 | 0006-3835 |
| DOI | 10.1007/s10543-015-0583-8 |
| 英文摘要 | In this paper, an approach of constructing modified equations of weak order () apart from the k-th order weakly convergent stochastic symplectic methods, i.e., stochastic symplectic methods with respect to weak convergence and of weak order k, is given using the underlying generating functions of them. This approach is valid for stochastic Hamiltonian systems with additive noises, and those with multiplicative noises but for which the Hamiltonian functions associated to the diffusion parts depend only on p or only on q. In such cases, we find that the modified equations of the weakly convergent stochastic symplectic methods are perturbed stochastic Hamiltonian systems of the original systems. |
| WOS研究方向 | Computer Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000382137200015 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/23358]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Wang, Lijin |
| 作者单位 | 1.Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China 2.Chinese Acad Sci, AMSS, Inst Computat Math & Sci Engn Comp, POB 2719, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Lijin,Hong, Jialin,Sun, Liying. Modified equations for weakly convergent stochastic symplectic schemes via their generating functions[J]. BIT NUMERICAL MATHEMATICS,2016,56(3):1131-1162. |
| APA | Wang, Lijin,Hong, Jialin,&Sun, Liying.(2016).Modified equations for weakly convergent stochastic symplectic schemes via their generating functions.BIT NUMERICAL MATHEMATICS,56(3),1131-1162. |
| MLA | Wang, Lijin,et al."Modified equations for weakly convergent stochastic symplectic schemes via their generating functions".BIT NUMERICAL MATHEMATICS 56.3(2016):1131-1162. |
入库方式： OAI收割
来源：数学与系统科学研究院
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