Academy of Mathematics and Systems Science, CAS
Colloquia & Seminars
| | Speaker: | Dr. Cristina Anton, Grant MacEwan University
| | Inviter: | 洪佳林 研究员 | Title:
| Explicit Pseudo-Symplectic Methods based on generating functions for Stochastic Hamiltonian Systems | Time & Venue:
| 2019.09.18 16:00-17:00 N226 | Abstract:
| We propose a systematic approach to construct explicit pseudo-symplectic schemes for stochastic Hamiltonian systems. This method is based on generating functions, so it is an extension of the techniques used for constructing high-order symplectic schemes for stochastic Hamiltonian systems. We study the order of convergence of the proposed explicit pseudo-symplectic schemes. The excellent long term performance of the pseudo-symplectic schemes is verified numerically. | |
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