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Explicit pseudo-symplectic methods for stochastic Hamiltonian systems

文献类型：期刊论文

作者Niu, Xinyan1; Cui, Jianbo2; Hong, Jialin2; Liu, Zhihui1,2
刊名BIT NUMERICAL MATHEMATICS
出版日期2018-03-01
卷号58期号:1页码:163-178
关键词Stochastic Hamiltonian system Pseudo-symplectic method Explicit Runge-Kutta method
ISSN号0006-3835
DOI10.1007/s10543-017-0668-7
英文摘要We construct stochastic pseudo-symplectic methods and analyze their pseudo-symplectic orders for stochastic Hamiltonian systems with additive noises in this paper. All of these methods are explicit so that the numerical implementations become much easier than implicit methods. Through the numerical experiments, we find that these methods have desired properties in accuracy and stability as well as the preservation of the symplectic structure of the systems.
资助项目National Natural Science Foundation of China[11290142] ; National Natural Science Foundation of China[91530118] ; National Natural Science Foundation of China[91630312]
WOS研究方向Computer Science ; Mathematics
语种英语
WOS记录号WOS:000426857000008
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/30140]  
专题计算数学与科学工程计算研究所
通讯作者Liu, Zhihui
作者单位1.Shandong Univ Finance & Econ, Jinan, Shandong, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714		 Niu, Xinyan,Cui, Jianbo,Hong, Jialin,et al. Explicit pseudo-symplectic methods for stochastic Hamiltonian systems[J]. BIT NUMERICAL MATHEMATICS,2018,58(1):163-178.
APA Niu, Xinyan,Cui, Jianbo,Hong, Jialin,&Liu, Zhihui.(2018).Explicit pseudo-symplectic methods for stochastic Hamiltonian systems.BIT NUMERICAL MATHEMATICS,58(1),163-178.
MLA Niu, Xinyan,et al."Explicit pseudo-symplectic methods for stochastic Hamiltonian systems".BIT NUMERICAL MATHEMATICS 58.1(2018):163-178.

入库方式： OAI收割

来源：数学与系统科学研究院

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