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[02532] Stochastic pseudo-symplectic explicit Runge-Kutta methods for Hamiltonian Systems

  • Session Time & Room : 2D (Aug.22, 15:30-17:10) @E506
  • Type : Contributed Talk
  • Abstract : We propose a systematic approach, based on colored trees and B-series, to construct explicit Runge-Kutta pseudo-symplectic schemes for stochastic Hamiltonian systems in the sense of Stratonovich. Numerical experiments are presented to verify our theoretical analysis and illustrate the long-term accuracy of these methods. Overall, these schemes offer a good compromise between computational time and accuracy, because they are more accurate than the explicit Itô-Taylor approximation methods and less computationally expensive than the implicit symplectic schemes.
  • Classification : 65C30, 60H35
  • Format : Talk at Waseda University
  • Author(s) :
    • cristina adela anton (MacEwan University)