Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems

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dc.contributor.authorAnton, Cristina
dc.date.accessioned2020-10-01
dc.date.accessioned2022-05-31T01:15:19Z
dc.date.available2022-05-31T01:15:19Z
dc.date.issued2020
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.description.urihttps://library.macewan.ca/full-record/edselp/S0377042719304364
dc.identifier.citationAnton, 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.doihttps://doi.org/10.1016/j.cam.2019.112433
dc.identifier.urihttps://hdl.handle.net/20.500.14078/1723
dc.languageEnglish
dc.language.isoen
dc.rightsAll Rights Reserved
dc.subjectPseudo-symplectic method
dc.subjectStochastic Hamiltonian systems
dc.subjectSymplectic integration
dc.titleExplicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems
dc.typeArticle
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