TY - JOUR T1 - High-Order Energy-Preserving Methods for Stochastic Poisson Systems JO - East Asian Journal on Applied Mathematics VL - 3 SP - 465 EP - 484 PY - 2019 DA - 2019/06 SN - 9 DO - http://doi.org/10.4208/eajam.290518.310718 UR - https://global-sci.org/intro/article_detail/eajam/13162.html KW - Stochastic Poisson systems, stochastic Runge-Kutta methods, energy-preserving, mean-square convergence. AB -

A family of explicit parametric stochastic Runge-Kutta methods for stochastic Poisson systems is developed. The methods are based on perturbed collocation methods with truncated random variables and are energy-preserving. Under certain conditions, the truncation does not change the convergence order. More exactly, the methods retain the mean-square convergence order of the original stochastic Runge-Kutta method. Numerical examples show the efficiency of the methods constructed.