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数学与物理学

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
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  • 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

  网络出版日期: 2021-03-15

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

Received date: 2019-04-04

  Revised date: 2019-07-26

  Online published: 2021-03-15

Supported by

Supported by the National Natural Science Foundation of China (11471310,11071251)

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。

本文引用格式

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 . DOI: 10.7523/j.issn.2095-6134.2021.02.002

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.

参考文献

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