Pseudo-symplectic methods for stochastic Hamiltonian systems
| dc.contributor.author | Anton, Cristina | |
| dc.date.accessioned | 2020-09-25 | |
| dc.date.accessioned | 2022-05-31T01:15:14Z | |
| dc.date.available | 2022-05-31T01:15:14Z | |
| dc.date.issued | 2018 | |
| dc.description.abstract | 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. | |
| dc.format.extent | 2.32MB | |
| dc.format.mimetype | ||
| dc.identifier.citation | C. Anton, Pseudo-symplectic methods for stochastic Hamiltonian systems, Proceedings of NASCA 2018, Kalamata, Greece. | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14078/1691 | |
| dc.language | English | |
| dc.language.iso | en | |
| dc.rights | All Rights Reserved | |
| dc.title | Pseudo-symplectic methods for stochastic Hamiltonian systems | en |
| dc.type | Presentation | |
| dspace.entity.type |
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