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Variational integrators are derived for structure-preserving simulation of stochastic
Hamiltonian systems with a certain type of multiplicative noise arising in geometric …

Although the complex structure-preserving method presented in our previous studies can be
used to investigate the orbit–attitude–vibration coupled dynamic behaviors of the spatial …

Variational integrators are derived for structure-preserving simulation of stochastic forced
Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian, which …

This study concerns the approximation of some stochastic integrals used in the strong
second-order methods for several classes of stochastic differential equations. An explicit …

We perform a numerical analysis of a class of randomly perturbed Hamiltonian systems and
Poisson systems. For the considered additive noise perturbation of such systems, we show …

Stochastic multi-symplectic methods are a class of numerical methods preserving the
discrete stochastic multi-symplectic conservation law. These methods have the remarkable …

In this paper, a simple class of stochastic partitioned Runge–Kutta (SPRK) methods is
proposed for solving stochastic Hamiltonian systems with additive noise. Firstly, the order …

Abstract We develop an Explicitly Solvable Energy-Conserving (ESEC) algorithm for the
Stochastic Differential Equation (SDE) describing the pitch-angle scattering process in …

This paper is concerned with arbitrary high-order energy-preserving numerical methods for
stochastic canonical Hamiltonian systems. Energy and quadratic invariants-preserving …