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Structure-Preserving Numerical Methods for Stochastic Poisson Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2021, 卷号: 29, 期号: 3, 页码: 802-830
作者:  Hong, Jialin;  Ruan, Jialin;  Sun, Liying;  Wang, Lijin
收藏  |  浏览/下载：128/0  |  提交时间：2021/04/26
Stochastic Poisson systems  Poisson structure  Casimir functions  Poisson integrators  symplectic integrators  generating functions  stochastic rigid body system  
HIGH ORDER CONFORMAL SYMPLECTIC AND ERGODIC SCHEMES FOR THE STOCHASTIC LANGEVIN EQUATION VIA GENERATING FUNCTIONS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 3006-3029
作者:  Hong, Jialin;  Sun, Liying;  Wang, Xu
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
stochastic Langevin equation  conformal symplectic scheme  generating function  ergodicity  weak convergence  
Modified equations for weakly convergent stochastic symplectic schemes via their generating functions 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 3, 页码: 1131-1162
作者:  Wang, Lijin;  Hong, Jialin;  Sun, Liying
收藏  |  浏览/下载：82/0  |  提交时间：2018/07/30
Stochastic backward error analysis  Stochastic modified equations  Stochastic symplectic methods  Stochastic Hamiltonian systems  Stochastic generating functions  
The skew elliptical distributions and their quadratic forms 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2003, 卷号: 87, 期号: 2, 页码: 298-314
作者:  Fang, BQ
收藏  |  浏览/下载：80/0  |  提交时间：2018/07/30
normal distribution  spherical distribution  skewness  moment generating function  Fisher-Cochran Theorem