相关论文: Novel semi-explicit symplectic schemes for nonsepa…
In this paper, we present a novel semi-implicit numerical scheme for the stochastic Cahn--Hilliard equation driven by multiplicative noise. By reformulating the original equation into an equivalent stochastic scalar auxiliary variable…
In this paper, we investigate the asymptotic error distributions of symplectic methods for stochastic Hamiltonian systems and further provide Hamiltonian-specific analysis that clarifies the superiority of symplectic methods. Our…
In this paper we present splitting methods which are based on iterative schemes and applied to stochastic nonlinear Schroedinger equation. We will design stochastic integrators which almost conserve the symplectic structure. The idea is…
We construct a symplectic integrator for non-separable Hamiltonian systems combining an extended phase space approach of Pihajoki and the symmetric projection method. The resulting method is semiexplicit in the sense that the main time…
In this paper, a systematic approach of constructing modified equations for weak stochastic symplectic methods of stochastic Hamiltonian systems is given via using the generating functions of the stochastic symplectic methods. This approach…
Symplectic integration methods based on operator splitting are well established in many branches of science. For Hamiltonian systems which split in more than two parts, symplectic methods of higher order have been studied in detail only for…
In this paper, we propose and analyze semi-implicit numerical schemes for the stochastic wave equation (SWE) with general nonlinearity and multiplicative noise. These numerical schemes, called stochastic scalar auxiliary variable (SAV)…
Predicting the behaviors of Hamiltonian systems has been drawing increasing attention in scientific machine learning. However, the vast majority of the literature was focused on predicting separable Hamiltonian systems with their kinematic…
In this article, we introduce a kind of numerical schemes, based on Pad$\acute{e}$ approximation, for two stochastic Hamiltonian systems which are treated separately. For the linear stochastic Hamiltonian systems, it is shown that the…
A class of Hamiltonian stochastic differential equations with multiplicative L\'{e}vy noise in the sense of Marcus, and the construction and numerical implementation methods of symplectic Euler scheme, are considered. A general symplectic…
While symplectic integration methods based on operator splitting are well established in many branches of science, high order methods for Hamiltonian systems that split in more than two parts have not been studied in great detail. Here, we…
In this paper, we investigate the convergence in probability of a stochastic symplectic scheme for stochastic nonlinear Schr\"{o}dinger equation with quadratic potential and an additive noise. Theoretical analysis shows that our symplectic…
The existence of explicit symplectic integrators for general nonseparable Hamiltonian systems is an open and important problem in both numerical analysis and computing in science and engineering, as explicit integrators are usually more…
Symplectic schemes are powerful methods for numerically integrating Hamiltonian systems, and their long-term accuracy and fidelity have been proved both theoretically and numerically. However direct applications of standard symplectic…
This paper aims to investigate the numerical approximation of a general second order parabolic stochastic partial differential equation(SPDE) driven by multiplicative and additive noise. Our main interest is on such SPDEs where the…
Higher order schemes for stochastic partial differential equations that do not possess commutative noise require the simulation of iterated stochastic integrals. In this work, we propose a derivative-free Milstein type scheme to approximate…
We present a set of new, efficient high-order symplectic methods designed for Hamiltonian systems with cubic or quartic potentials. By demonstrating that polynomial potentials require fewer order conditions, we develop schemes that…
This paper proposes a general symplectic Euler scheme for a class of Hamiltonian stochastic differential equations driven by L$\acute{e}$vy noise in the sense of Marcus form. The convergence of the symplectic Euler scheme for this…
We present a practical algorithm based on symplectic splitting methods to integrate numerically in time the Schr\"odinger equation. When discretized in space, the Schr\"odinger equation can be recast as a classical Hamiltonian system…
In this paper, we first investigate the global existence of a solution for the stochastic fractional nonlinear Schr\"odinger equation with radially symmetric initial data in a suitable energy space $H^{\alpha}$. We then show that the…