Stochastic Conformal Integrators for Linearly Damped Stochastic Poisson Systems
We propose and study conformal integrators for linearly damped stochastic Poisson systems. We analyse the qualitative and quantitative properties of these numerical integrators: preservation of dynamics of certain Casimir and Hamiltonian functions, almost sure bounds of the numerical solutions, and strong and weak rates of convergence under appropriate conditions. These theoretical results are illustrated with several numerical experiments on, for example, the linearly damped free rigid body with random inertia tensor or the linearly damped stochastic Lotka-Volterra system.
Authors
- Charles-Édouard Bréhier (ORCID: https://orcid.org/0000-0002-4023-4982)
- David Cohen (ORCID: https://orcid.org/0000-0001-6490-1957)
- Yoshio Komori (ORCID: https://orcid.org/0000-0002-2334-6843)
Institutions
- Université de Pau et des Pays de l'Adour (FR)
- Kyushu Institute of Technology (JP)
- Laboratoire de Mathématiques et de leurs Applications (FR)
- Chalmers University of Technology (SE)
- University of Gothenburg (SE)
Publication Details
- Journal
- Journal of Scientific Computing
- Published
- 2025-12-02
- DOI
- https://doi.org/10.1007/s10915-025-03097-4
- Primary Topic
- Mathematical Biology Tumor Growth
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- European Commission
- Agence Nationale de la Recherche
- Chalmers Tekniska Högskola
- Vetenskapsrådet
- Japan Society for the Promotion of Science