Abstract
The paper investigates the exponential discrete gradient methods simulating stochastic Hamiltonian systems with invariant Hamiltonians. We show that the methods are nearly symplectic, and nearly preserve the invariant Hamiltonians. Numerical experiments illustrate effectiveness and efficiency of the simulation methods.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: DEStech Transactions on Computer Science and Engineering
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.