@Article{EAJAM-9-465, author = {Xiuyan Li, Qiang Ma and Xiaohua Ding}, title = {High-Order Energy-Preserving Methods for Stochastic Poisson Systems}, journal = {East Asian Journal on Applied Mathematics}, year = {2019}, volume = {9}, number = {3}, pages = {465--484}, abstract = {

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} }