Abstract
A general structure-preserving method is proposed for a class of Marcus stochastic Hamiltonian systems driven by additive Lévy noise. The convergence of the symplectic Euler scheme for this systems is investigated by Generalized Milstein Theorem. Realizable numerical implementation of this scheme is also provided in details. Numerical experiments are presented to illustrate the effectiveness and superiority of the proposed scheme. Applications of the method to solve two mathematical physical problems are provided.
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