线性随机泊松系统基于Padé近似的随机泊松积分子  

Stochastic Poisson integrators based on Padéapproximations for linear stochastic Poisson systems

作　　者：王鹏钧 王丽瑾 WANG Pengjun;WANG Lijin(School of Mathematical Sciences, University of Chinese Academy of Sciences, Beijing 100049, China)

机构地区：[1]中国科学院大学数学科学学院,北京100049

出　　处：《中国科学院大学学报（中英文）》2021年第2期160-170,共11页Journal of University of Chinese Academy of Sciences

基　　金：Supported by the National Natural Science Foundation of China(11471310,11071251)。

摘　　要：利用Padé近似,得到线性随机泊松系统的一类随机泊松积分子。证明数值格式的均方收敛阶,及其对泊松结构和Casimir函数的保持。数值实验验证了数值格式的均方收敛阶及保结构特性。We propose a class of stochastic Poisson integrators based on Padéapproximations for linear stochastic Poisson systems.The root mean-square convergence orders of the schemes are analyzed,and the structure preserving properties are investigated.Numerical tests are performed to verify the theoretical results and illustrate the numerical behavior of the proposed methods.

关 键 词：随机泊松积分子 均方收敛阶 Padé近似 泊松结构 CASIMIR函数 

分 类 号：O241.8[理学—计算数学]