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Activities
Some energy-preserving numerical methods for stochastic Poisson systems
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Reporter:
Liji Wang, University of Chinese Academy of Sciences
Inviter:
Wang Xu, Associate Professor
Subject:
Some energy-preserving numerical methods for stochastic Poisson systems
Time and place:
19:00-20:00 May 19(Thursday)
Abstract:

In this talk we introduce an energy-preserinvg numerical scheme for a class of stochastic Lotka-Volterra systems, as well as a class of discrete-gradient-projection methods that simultaneously preserve all invariant Hamiltonians for the underlying stochastic Poisson systems. We prove they can also preserve the Casimir functions of the systems under certain conditions. Mean-square convergence orders of the methods are investigated.