Anton, Cristina2020-10-012022-05-312022-05-312020Anton, 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.2019.112433https://hdl.handle.net/20.500.14078/1723We 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.enAll Rights ReservedPseudo-symplectic methodStochastic Hamiltonian systemsSymplectic integrationArticlehttps://doi.org/10.1016/j.cam.2019.112433