Splitting integrators for stochastic Lie–Poisson systems
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Publication:6045328
DOI10.1090/mcom/3829arXiv2111.07387MaRDI QIDQ6045328
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Publication date: 26 May 2023
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.07387
Maxwell-Bloch equationsasymptotic preserving schemessplitting schemesstochastic Poisson systemsrigid body equationsPoisson integratorssine-Euler equationsstrong and weak rates of convergence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
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