Anton, Cristina2020-09-252022-05-312022-05-312018C. Anton, Pseudo-symplectic methods for stochastic Hamiltonian systems, Proceedings of NASCA 2018, Kalamata, Greece.https://hdl.handle.net/20.500.14078/1691We 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.2.32MBPDFenAll Rights ReservedPresentation