East Asian J. Appl. Math., 9 (2019), pp. 465-484.
Published online: 2019-06
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A family of explicit parametric stochastic Runge-Kutta methods for stochastic Poisson systems is developed. The methods are based on perturbed collocation methods with truncated random variables and are energy-preserving. Under certain conditions, the truncation does not change the convergence order. More exactly, the methods retain the mean-square convergence order of the original stochastic Runge-Kutta method. Numerical examples show the efficiency of the methods constructed.
}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.290518.310718}, url = {http://global-sci.org/intro/article_detail/eajam/13162.html} }A family of explicit parametric stochastic Runge-Kutta methods for stochastic Poisson systems is developed. The methods are based on perturbed collocation methods with truncated random variables and are energy-preserving. Under certain conditions, the truncation does not change the convergence order. More exactly, the methods retain the mean-square convergence order of the original stochastic Runge-Kutta method. Numerical examples show the efficiency of the methods constructed.