High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems

来源 :第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 | 被引量 : 0次 | 上传用户：wang3993

【摘要】

：

　　In this paper,a simple class of stochastic partitioned Runge-Kutta(SPRK)methods is proposed for solving stochastic Hamiltonian systems with additive noise.

【作者】

：

Minggang Han Qiang Ma Xiaohua Ding

【机构】

：

哈尔滨工业大学(威海),山东威海,264209

【出处】

：

第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议

【发表日期】

：

2019年8期

【关键词】

：

Stochastic Hamiltonian system Stochastic partitioned Runge-Kutta method Symplect

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　　In this paper,a simple class of stochastic partitioned Runge-Kutta(SPRK)methods is proposed for solving stochastic Hamiltonian systems with additive noise.

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High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems

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