Energy-preserving integrators for stochastic Poisson systems
Journal article, 2014
Stochastic poisson systems
Casimir function
Stratonovich SDEs
Stochastic midpoint scheme
Energy-preserving numerical schemes
Author
David Cohen
Umeå University
Guillaume Dujardin
Institut National de Recherche en Informatique et en Automatique (INRIA)
Communications in Mathematical Sciences
1539-6746 (ISSN) 19450796 (eISSN)
Vol. 12 8 1523-1539Subject Categories
Mathematics
DOI
10.4310/CMS.2014.v12.n8.a7