一类随机泊松系统的保结构数值方法OA北大核心CSTPCD
Structure-preserving numerical method for a class of stochastic Poisson systems
考虑一类随机泊松系统,称为随机Lotka-Volterra系统的保结构数值模拟.为该类系统提出一种随机泊松积分子,并证明了该积分子具有一阶均方收敛阶.数值实验对理论结果进行了验证.
In this paper,we consider the structure-preserving numerical simulation of a class of stochastic Poisson systems,i.e.the stochastic Lotka-Volterra systems.We propose a stochastic Poisson integrator for the systems which can preserve the Poisson structure and the Casimir functions of the systems,and prove that the numerical integrator has root mean-square convergence order 1.Numerical experiments are performed to verify the theoretical results.
刘倩倩;王丽瑾
中国科学院大学数学科学学院,北京 100049
数学
随机泊松系统Lotka-Volterra 系统Stratonovich 型随机微分方程Poisson 结构Casimir函数
stochastic Poisson systemsLotka-Volterra systemsStratonovich SDEsPoisson structureCasimir functions
《中国科学院大学学报》 2024 (003)
298-305 / 8
Supported by the National Natural Science Foundation of China(11971458,11471310,11071251)
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