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Splitting integrato...
Splitting integrators for stochastic Lie–Poisson systems
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- Brehier, C. E. (författare)
- Universite de Pau et des Pays de L'Adour
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- Cohen, David (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,University of Gothenburg,Chalmers tekniska högskola,Chalmers University of Technology
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- Jahnke, T. (författare)
- Karlsruher Institut für Technologie (KIT),Karlsruhe Institute of Technology (KIT)
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(creator_code:org_t)
- American Mathematical Society (AMS), 2023
- 2023
- Engelska.
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Ingår i: Mathematics of Computation. - : American Mathematical Society (AMS). - 0025-5718 .- 1088-6842. ; 92, s. 2167-2216
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Abstract
Ämnesord
Stäng
- . We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit stochastic Poisson integrators based on a splitting strategy, and analyse their qualitative and quantitative properties: preservation of Casimir functions, existence of almost sure or moment bounds, asymptotic preserving property, and strong and weak rates of convergence. The construction of the schemes and the theoretical results are illustrated through extensive numerical experiments for three examples of stochastic Lie-Poisson systems, namely: stochastically perturbed Maxwell-Bloch, rigid body and sine-Euler equations.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Matematisk analys (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Mathematical Analysis (hsv//eng)
Nyckelord
- Stochastic Poisson systems
- splitting schemes
- Poisson integrators
- strong and weak rates of convergence
- asymptotic preserving schemes
- Maxwell-Bloch equations
- rigid body equations
- sine-Euler equations
- sine-Euler equations
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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