Stochastic symplectic methods based on the pade approximations for linear stochastic hamiltonian systems
文献类型：期刊论文
| 作者 | Sun, Liying; Wang, Lijin |
| 刊名 | Journal of computational and applied mathematics
 |
| 出版日期 | 2017-02-01 |
| 卷号 | 311页码:439-456 |
| 关键词 | Bade approximation Linear stochastic hamiltonian systems Symplectic methods Root-mean-square convergence order |
| ISSN号 | 0377-0427 |
| DOI | 10.1016/j.cam.2016.08.011 |
| 通讯作者 | Wang, lijin(ljwang@ucas.ac.cn) |
| 英文摘要 | In this article, we propose a kind of numerical methods based on the pade approximations, for two kinds of stochastic hamiltonian systems. for the general linear stochastic hamiltonian systems, it is shown that the applied fade approximations p-(k,p-k) produce numerical solutions that are symplectic, and the proposed numerical schemes based on p-(r,p-s) are of root-mean-square convergence order r+s/2 for a special kind of linear stochastic hamiltonian systems with additive noises, the numerical methods using two kinds of fade approximations, p-((r) over cap,p-(s) over cap) and p(((r) over cap ,1)), possess root-mean-square convergence order r + 2 when (r) over cap + (s) over cap = r + 3, and are symplectic if (r) over cap = (r) over cap. these generalize the fade approximation approaches for symplectic integration of linear hamiltonian systems to the stochastic context. (c) 2016 elsevier b.v. all rights reserved. |
| WOS关键词 | ADDITIVE NOISE ; SCHEMES |
| WOS研究方向 | Mathematics |
| WOS类目 | Mathematics, Applied |
| 语种 | 英语 |
| WOS记录号 | WOS:000386403000034 |
| 出版者 | ELSEVIER SCIENCE BV |
| URI标识 | http://www.irgrid.ac.cn/handle/1471x/2374944 |
| 专题 | 中国科学院大学 |
| 通讯作者 | Wang, Lijin |
| 作者单位 | Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China |
| 推荐引用方式 GB/T 7714 | Sun, Liying,Wang, Lijin. Stochastic symplectic methods based on the pade approximations for linear stochastic hamiltonian systems[J]. Journal of computational and applied mathematics,2017,311:439-456. |
| APA | Sun, Liying,&Wang, Lijin.(2017).Stochastic symplectic methods based on the pade approximations for linear stochastic hamiltonian systems.Journal of computational and applied mathematics,311,439-456. |
| MLA | Sun, Liying,et al."Stochastic symplectic methods based on the pade approximations for linear stochastic hamiltonian systems".Journal of computational and applied mathematics 311(2017):439-456. |
入库方式： iSwitch采集
来源：中国科学院大学
浏览0
下载0
收藏0
其他版本
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。