Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems
| dc.contributor.author | Anton, Cristina | |
| dc.date.accessioned | 2020-10-01 | |
| dc.date.accessioned | 2022-05-31T01:15:19Z | |
| dc.date.available | 2022-05-31T01:15:19Z | |
| dc.date.issued | 2020 | |
| 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.description.uri | https://library.macewan.ca/full-record/edselp/S0377042719304364 | |
| dc.identifier.citation | Anton, C. (2020). Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems. Journal of Computational and Applied Mathematics, 373. https://doi.org/10.1016/j.cam.2019.112433 | |
| dc.identifier.doi | https://doi.org/10.1016/j.cam.2019.112433 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14078/1723 | |
| dc.language | English | |
| dc.language.iso | en | |
| dc.rights | All Rights Reserved | |
| dc.subject | Pseudo-symplectic method | |
| dc.subject | Stochastic Hamiltonian systems | |
| dc.subject | Symplectic integration | |
| dc.title | Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems | en |
| dc.type | Article | |
| dspace.entity.type |