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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
Authors:  Hong, Jialin;  Ruan, Jialin;  Sun, Liying;  Wang, Lijin
Favorite  |  View/Download:80/0  |  Submit date:2021/04/26
Stochastic Poisson systems  Poisson structure  Casimir functions  Poisson integrators  symplectic integrators  generating functions  stochastic rigid body system  
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
Authors:  Wang, Lijin;  Hong, Jialin;  Sun, Liying
Favorite  |  View/Download:48/0  |  Submit date:2018/07/30
Stochastic backward error analysis  Stochastic modified equations  Stochastic symplectic methods  Stochastic Hamiltonian systems  Stochastic generating functions  
DYNAMICS AND VARIATIONAL INTEGRATORS OF STOCHASTIC HAMILTONIAN SYSTEMS 期刊论文
INTERNATIONAL JOURNAL OF NUMERICAL ANALYSIS AND MODELING, 2009, 卷号: 6, 期号: 4, 页码: 586-602
Authors:  Wang, Lijin;  Hong, Jialin;  Scherer, Rudolf;  Bai, Fengshan
Favorite  |  View/Download:65/0  |  Submit date:2018/07/30
Hamilton's principle  stochastic Hamiltonian systems  symplectic methods  variational integrators  
Predictor-corrector methods for a linear stochastic oscillator with additive noise 期刊论文
MATHEMATICAL AND COMPUTER MODELLING, 2007, 卷号: 46, 期号: 5-6, 页码: 738-764
Authors:  Hong, Jialin;  Scherer, Rudolf;  Wang, Lijin
Favorite  |  View/Download:76/0  |  Submit date:2018/07/30
predictor-corrector method  linear stochastic oscillator  symplecticity  stochastic Hamiltonian system  second moment  mean-square convergence