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

doi:10.7523/j.issn.2095-6134.2021.02.002

Journal of University of Chinese Academy of Sciences ›› 2021, Vol. 38 ›› Issue (2): 160-170.DOI: 10.7523/j.issn.2095-6134.2021.02.002

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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 Online:2021-03-15
Supported by:
Supported by the National Natural Science Foundation of China (11471310,11071251)

Abstract

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

CLC Number:

O241.8

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

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