@Article{EAJAM-9-3,
author = {},
title = {High-Order Energy-Preserving Methods for Stochastic Poisson Systems},
journal = {East Asian Journal on Applied Mathematics},
year = {2019},
volume = {9},
number = {3},
pages = {465--484},
abstract = {<p style="text-align: justify;">A family of explicit parametric stochastic Runge-Kutta methods for stochastic
Poisson systems is developed. The methods are based on perturbed collocation methods
with truncated random variables and are energy-preserving. Under certain conditions,
the truncation does not change the convergence order. More exactly, the methods retain the mean-square convergence order of the original stochastic Runge-Kutta method.
Numerical examples show the efficiency of the methods constructed.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.290518.310718},
url = {https://global-sci.com/article/82615/high-order-energy-preserving-methods-for-stochastic-poisson-systems}
}