线性随机泊松系统基于Padé近似的随机泊松积分子

doi:10.7523/j.issn.2095-6134.2021.02.002

中国科学院大学学报 ›› 2021, Vol. 38 ›› Issue (2): 160-170.DOI: 10.7523/j.issn.2095-6134.2021.02.002

线性随机泊松系统基于Padé近似的随机泊松积分子

王鹏钧, 王丽瑾

中国科学院大学数学科学学院, 北京 100049

收稿日期:2019-04-04 修回日期:2019-07-26 发布日期:2021-03-15
通讯作者: 王丽瑾
基金资助:
Supported by the National Natural Science Foundation of China (11471310,11071251)

Stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems

WANG Pengjun, WANG Lijin

School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China

Received:2019-04-04 Revised:2019-07-26 Published:2021-03-15
Supported by:
Supported by the National Natural Science Foundation of China (11471310,11071251)

摘要/Abstract

摘要： 利用Padé近似，得到线性随机泊松系统的一类随机泊松积分子。证明数值格式的均方收敛阶，及其对泊松结构和Casimir函数的保持。数值实验验证了数值格式的均方收敛阶及保结构特性。

关键词: 随机泊松积分子, 均方收敛阶, Padé近似, 泊松结构, Casimir函数

Abstract: We propose a class of stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems. The root mean-square convergence orders of the schemes are analyzed, and the structure preserving properties are investigated. Numerical tests are performed to verify the theoretical results and illustrate the numerical behavior of the proposed methods.

Key words: stochastic Poisson integrators, root mean-square convergence order, Padé approximations, Poisson structure, Casimir functions

中图分类号:

O241.8

王鹏钧, 王丽瑾. 线性随机泊松系统基于Padé近似的随机泊松积分子[J]. 中国科学院大学学报, 2021, 38(2): 160-170.

WANG Pengjun, WANG Lijin. Stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems[J]. Journal of University of Chinese Academy of Sciences, 2021, 38(2): 160-170.

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线性随机泊松系统基于Padé近似的随机泊松积分子

Stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems

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