Drift-preserving numerical integrators for stochastic Poisson systems
ContributorsCohen, David
; Vilmart, Gilles
Published inInternational journal of computer mathematics, vol. 99, no. 1, p. 4-20
Publication date2022
First online date2021-05-21
Abstract
Keywords
- Stochastic differential equations
- Stochastic Hamiltonian systems
- Stochastic Poisson systems
- Energy
- Casimir
- Trace formula
- Numerical schemes
- Strong convergence
- Weak convergence
Affiliation entities
Research groups
Funding
- Swiss National Science Foundation - Méthodes numériques géométriques et multi-échelles pour les équations différentielles [200020_184614]
- Swiss National Science Foundation - Analyse numerique [200020_178752]
- Swiss National Science Foundation - Méthodes numériques géométriques et multi-échelles pour les équations différentielles [200021_162404]
Citation (ISO format)
COHEN, David, VILMART, Gilles. Drift-preserving numerical integrators for stochastic Poisson systems. In: International journal of computer mathematics, 2022, vol. 99, n° 1, p. 4–20. doi: 10.1080/00207160.2021.1922679
Main files (1)
Article (Published version)
Identifiers
- PID : unige:159695
- DOI : 10.1080/00207160.2021.1922679
Additional URL for this publicationhttps://www.tandfonline.com/doi/full/10.1080/00207160.2021.1922679
Journal ISSN0020-7160