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20102020
most citedStochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise

25 citations · 39 across the 8 of their papers we have counts for

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6 papers · 1 filter

math.NA2019★ 2 cited

Symmetric integrators based on continuous-stage Runge-Kutta-Nystrom methods for reversible systems

Wensheng Tang, Jingjing Zhang

In this paper, we study symmetric integrators for solving second-order ordinary differential equations on the basis of the notion of continuous-stage Runge-Kutta-Nystrom methods. T…

math.NA2017★ 1 cited

Stochastic K-symplectic integrators for stochastic non-canonical Hamiltonian systems and applications to the Lotka--Volterra model

Jialin Hong, Lihai Ji, Xu Wang +1

We give a theoretical framework of stochastic non-canonical Hamiltonian systems as well as their modified symplectic structure which is named stochastic K-symplectic structure. The…

math.NA2016★ 5 cited

Symplecticity-preserving continuous-stage Runge-Kutta-Nyström methods

Wensheng Tang, Jingjing Zhang

We develop continuous-stage Runge-Kutta-Nyström (csRKN) methods for solving second order ordinary differential equations (ODEs) in this paper. The second order ODEs are commonly en…

math.NA2016★ 25 cited

Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise

Weien Zhou, Jingjing Zhang, Jialin Hong +1

In this paper, we construct stochastic symplectic Runge--Kutta (SSRK) methods of high strong order for Hamiltonian systems with additive noise. By means of colored rooted tree theo…

math.NA2015★ 5 cited

High order symplectic integrators based on continuous-stage Runge-Kutta Nystrom methods

Wensheng Tang, Yajuan Sun, Jingjing Zhang

On the basis of the previous work by Tang \& Zhang (Appl. Math. Comput. 323, 2018, p. 204--219), in this paper we present a more effective way to construct high-order symplectic in…

math.NA2010★ 1 cited

Discrete Hamiltonian Variational Integrators

Melvin Leok, Jingjing Zhang

We consider the continuous and discrete-time Hamilton's variational principle on phase space, and characterize the exact discrete Hamiltonian which provides an exact correspondence…