Pseudo-symplectic methods for stochastic Hamiltonian systems

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dc.contributor.authorAnton, Cristina
dc.date.accessioned2020-09-25
dc.date.accessioned2022-05-31T01:15:14Z
dc.date.available2022-05-31T01:15:14Z
dc.date.issued2018
dc.description.abstractWe 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.
dc.format.extent2.32MB
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dc.identifier.citationC. Anton, Pseudo-symplectic methods for stochastic Hamiltonian systems, Proceedings of NASCA 2018, Kalamata, Greece.
dc.identifier.urihttps://hdl.handle.net/20.500.14078/1691
dc.languageEnglish
dc.language.isoen
dc.rightsAll Rights Reserved
dc.titlePseudo-symplectic methods for stochastic Hamiltonian systems
dc.typePresentation
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