STRUCTURE-PRESERVING NUMERICAL METHODS FOR A CLASS OF STOCHASTIC POISSON SYSTEMS

被引：0
|
作者：
Wang, Yuchao [1 ]
Wang, Lijin [1 ]
Cao, Yanzhao [2 ]
机构：
[1] Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
[2] Auburn Univ, Dept Math & Stat, Auburn, AL 36849 USA
来源：
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING | 2022年 / 19卷 / 2-3期
基金：
中国国家自然科学基金;
关键词：
stochastic Poisson systems; structure-preserving algorithms; Poisson structure; Casimir functions; Poisson integrators; HAMILTONIAN-SYSTEMS; SYMPLECTIC METHODS; INTEGRATION;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We propose a type of numerical methods for a class of stochastic Poisson systems with invariant energy. The proposed numerical methods preserve both the energy and the Casimir functions of the systems. In addition, we provide a new approach of constructing stochastic Poisson integrators which respect the Poisson structure and the Casimir functions of stochastic Poisson systems based on coordinate transformations on the midpoint method. Numerical tests are performed to demonstrate our theoretical analysis.
引用
收藏
页码：194 / 219
页数：26
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