@Article{IJNAM-11-3,
author = {C., Anton, A. and Y., Wong, S. and J., Deng},
title = {Symplectic Schemes for Stochastic Hamiltonian Systems Preserving Hamiltonian Functions},
journal = {International Journal of Numerical Analysis and Modeling},
year = {2014},
volume = {11},
number = {3},
pages = {427--451},
abstract = {<p style="text-align: justify;">We present high-order symplectic schemes for stochastic Hamiltonian systems preserving Hamiltonian functions. The approach is based on the generating function method, and
we prove that the coefficients of the generating function are invariant under permutations for this
class of systems. As a consequence, the proposed high-order symplectic weak and strong schemes
are computationally efficient because they require less stochastic multiple integrals than the Taylor
expansion schemes with the same order.</p>},
issn = {2617-8710},
doi = {https://doi.org/2014-IJNAM-536},
url = {https://global-sci.com/article/83357/symplectic-schemes-for-stochastic-hamiltonian-systems-preserving-hamiltonian-functions}
}