论文标题
哈密顿随机微分方程的符号欧拉方案由征费噪声驱动
Symplectic Euler scheme for Hamiltonian stochastic differential equations driven by Levy noise
论文作者
论文摘要
本文提出了一种一般的象征Euler方案，用于一类Hamiltonian随机微分方程，该方程是由L $ \急性{E} $ vy噪声驱动的Marcus形式意义上的。研究了该哈密顿随机微分方程的互合效力方案的收敛。还提供了可实现的数值实施，并提供了详细信息。提出了数值实验，以通过其轨道，符号结构和Hamlitonian的模拟来说明所提出方法的有效性和优越性。
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 Hamiltonian stochastic differential equations is investigated. Realizable numerical implementation of this scheme is also provided in details. Numerical experiments are presented to illustrate the effectiveness and superiority of the proposed method by the simulations of its orbits, symplectic structure and Hamlitonian.
