中国科学院大学学报2021，Vol.38Issue(2)：160-170,11.DOI:10.7523/j.issn.2095-6134.2021.02.002
线性随机泊松系统基于Padé近似的随机泊松积分子
Stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems
摘要
Abstract
We propose a class of stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems.The root mean-square convergence orders of the schemes are analyzed,and the structure preserving properties are investigated.Numerical tests are performed to verify the theoretical results and illustrate the numerical behavior of the proposed methods.关键词
随机泊松积分子/均方收敛阶/Padé近似/泊松结构/Casimir函数Key words
stochastic Poisson integrators/root mean-square convergence order/Padé approximations/Poisson structure/Casimir functions分类
数理科学引用本文复制引用
王鹏钧,王丽瑾..线性随机泊松系统基于Padé近似的随机泊松积分子[J].中国科学院大学学报,2021,38(2):160-170,11.基金项目
Supported by the National Natural Science Foundation of China (11471310,11071251) （11471310,11071251）
