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数学与物理学

一类随机泊松系统的保结构数值方法

  • 刘倩倩 ,
  • 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: 2021-11-24

  修回日期: 2022-02-28

  网络出版日期: 2022-02-28

Structure-preserving numerical method for a class of stochastic Poisson systems

  • LIU Qianqian ,
  • WANG Lijin
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  • School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China

Received date: 2021-11-24

  Revised date: 2022-02-28

  Online published: 2022-02-28

Supported by

Supported by the National Natural Science Foundation of China (11971458, 11471310, 11071251)

摘要

考虑一类随机泊松系统,称为随机Lotka-Volterra系统的保结构数值模拟。为该类系统提出一种随机泊松积分子,并证明了该积分子具有一阶均方收敛阶。数值实验对理论结果进行了验证。

本文引用格式

刘倩倩 , 王丽瑾 . 一类随机泊松系统的保结构数值方法[J]. 中国科学院大学学报, 2024 , 41(3) : 298 -305 . DOI: 10.7523/j.ucas.2022.015

Abstract

In this paper, we consider the structure-preserving numerical simulation of a class of stochastic Poisson systems, i.e. the stochastic Lotka-Volterra systems. We propose a stochastic Poisson integrator for the systems which can preserve the Poisson structure and the Casimir functions of the systems, and prove that the numerical integrator has root mean-square convergence order 1. Numerical experiments are performed to verify the theoretical results.

参考文献

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