Year: 2022
Author: Yuchao Wang, Lijin Wang, Yanzhao Cao
International Journal of Numerical Analysis and Modeling, Vol. 19 (2022), Iss. 2-3 : pp. 194–219
Abstract
We propose a type of numerical methods for a class of stochastic Poisson systems with invariant energy. The proposed numerical methods preserve both the energy and the Casimir functions of the systems. In addition, we provide a new approach of constructing stochastic Poisson integrators which respect the Poisson structure and the Casimir functions of stochastic Poisson systems based on coordinate transformations on the midpoint method. Numerical tests are performed to demonstrate our theoretical analysis.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2022-IJNAM-20477
International Journal of Numerical Analysis and Modeling, Vol. 19 (2022), Iss. 2-3 : pp. 194–219
Published online: 2022-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 26
Keywords: stochastic Poisson systems structure-preserving algorithms Poisson structure Casimir functions Poisson integrators.