Structure-Preserving Numerical Methods for Stochastic Poisson Systems

DOI10.4208/cicp.OA-2019-0084zbMath1481.65261arXiv2006.03880OpenAlexW3119392531MaRDI QIDQ5163205

Lijin Wang, Liying Sun, Jialin Hong, Jialin Ruan

Publication date: 3 November 2021

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.03880

zbMATH Keywords

generating functionsPoisson structuresymplectic integratorsCasimir functionsstochastic Poisson systemsPoisson integratorsstochastic rigid body system

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Numerical integration (65D30)

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