Energy-preserving integrators for stochastic Poisson systems
Journal article, 2014

Stochastic midpoint scheme

Energy-preserving numerical schemes

Stratonovich SDEs

Casimir function

Stochastic poisson systems

Author

David Cohen

Umeå University

Guillaume Dujardin

Inria Lille Nord Europe

Communications in Mathematical Sciences

1539-6746 (ISSN)

Vol. 12 8 1523-1539

Subject Categories

Mathematics

DOI

10.4310/CMS.2014.v12.n8.a7

More information

Latest update

7/7/2021 6