Energy-preserving integrators for stochastic Poisson systems
Résumé
A new class of energy-preserving numerical schemes for stochastic Hamiltonian systems with non-canonical structure matrix (in the Stratonovich sense) is proposed. These numerical integrators are of mean-square order one and also preserve quadratic Casimir functions.
Domaines
Systèmes dynamiques [math.DS]
Origine : Fichiers produits par l'(les) auteur(s)
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