A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Dynamical systems in numerical analysis (37N30)

Cites Work

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Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
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An energy-preserving exponentially-fitted continuous stage Runge-Kutta method for Hamiltonian systems
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A class of symplectic partitioned Runge-Kutta methods
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Symplectic methods for the Ablowitz–Ladik discrete nonlinear Schrödinger equation
Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems
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