TY - JOUR
T1 - High-Order Energy-Preserving Methods for Stochastic Poisson Systems
AU - Xiuyan Li, Qiang Ma & Xiaohua Ding
JO - East Asian Journal on Applied Mathematics
VL - 3
SP - 465
EP - 484
PY - 2019
DA - 2019/06
SN - 9
DO - http://doi.org/10.4208/eajam.290518.310718
UR - https://global-sci.org/intro/article_detail/eajam/13162.html
KW - Stochastic Poisson systems, stochastic Runge-Kutta methods, energy-preserving, mean-square convergence.
AB - <p style="text-align: justify;">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.</p>