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ASME Press Select Proceedings

International Conference on Future Computer and Communication, 3rd (ICFCC 2011)

ISBN:
9780791859711
No. of Pages:
524
Publisher:
ASME Press
Publication date:
2011

Stochastic symplectic integrators arising from the generating function approach of constructing symplectic numerical methods for a linear stochastic oscillator with multiplicative noise are investigated. Numerical tests show efficiency and superiority of these integrators in comparison with non-symplectic numerical methods.

Abstract
Key Words
1. Introduction
2. The Symplectic Integrators
3. Numerical Tests
4. Summaries
Acknowledgment
References
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