Work

Stochastic Conformal Integrators for Linearly Damped Stochastic Poisson Systems

Year: 2025

Type: article

Abstract: We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian functions, almost sure bounds of the numerical solutions, and strong and weak rates of convergence under appropriate conditions. These theoretical results are illustrated with several numerical experiments on, for example, the linearly damped free rigid body with random inertia tensor or the linearly damped stochastic Lotka-Volterra system.

Source: Journal of Scientific Computing

DOI: 10.1007/s10915-025-03097-4

Authors: Charles-Edouard Bréhier, David Cohen, Yoshio Komori

Institutions: Université de Pau et des Pays de l'Adour, Laboratoire de Mathématiques et de leurs Applications, Chalmers University of Technology, University of Gothenburg, Kyushu Institute of Technology

Language: English

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,290