Pseudo-symplectic methods for stochastic Hamiltonian systems

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Title: Pseudo-symplectic methods for stochastic Hamiltonian systems
Author(s) or Creator(s): Anton, Cristina
Date: 2018
Peer Reviewed?: Yes
Description: 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.
Publication Information: C. Anton, Pseudo-symplectic methods for stochastic Hamiltonian systems, Proceedings of NASCA 2018, Kalamata, Greece.
Type of Item: Conference Presentations
Language: English
Location: https://roam.macewan.ca/islandora/object/gm:2222

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