Nonlinear stability issues for stochastic Runge-Kutta methods

R D'Ambrosio, S Di Giovacchino - Communications in Nonlinear Science …, 2021 - Elsevier
The paper provides a nonlinear stability analysis for a class of stochastic Runge-Kutta
methods, applied to problems generating mean-square contractive solutions. In particular …

High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise

M Han, Q Ma, X Ding - Applied Mathematics and Computation, 2019 - Elsevier
In this paper, a simple class of stochastic partitioned Runge–Kutta (SPRK) methods is
proposed for solving stochastic Hamiltonian systems with additive noise. Firstly, the order …

Bringing discrete-time Langevin splitting methods into agreement with thermodynamics

J Finkelstein, C Cheng, G Fiorin, B Seibold… - The Journal of …, 2021 - pubs.aip.org
In light of the recently published complete set of statistically correct Grønbech–Jensen (GJ)
methods for discrete-time thermodynamics, we revise a differential operator splitting method …

[HTML][HTML] Stochastic symplectic Runge–Kutta methods for the strong approximation of Hamiltonian systems with additive noise

W Zhou, J Zhang, J Hong, S Song - Journal of Computational and Applied …, 2017 - Elsevier
In this paper, we construct stochastic symplectic Runge–Kutta (SSRK) methods of high
strong order for Hamiltonian systems with additive noise. By means of colored rooted tree …

Comparison of modern Langevin integrators for simulations of coarse-grained polymer melts

J Finkelstein, G Fiorin, B Seibold - Molecular Physics, 2020 - Taylor & Francis
For a wide range of phenomena, current computational ability does not always allow for
atomistic simulations of high-dimensional molecular systems to reach time scales of interest …

B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems

AA Arara, K Debrabant, A Kværnø - arXiv preprint arXiv:2310.09179, 2023 - arxiv.org
In this paper a set of previous general results for the development of B--series for a broad
class of stochastic differential equations has been collected. The applicability of these …

Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods

G Yang, X Li, X Ding - … in Nonlinear Science and Numerical Simulation, 2021 - Elsevier
In this paper, a family of arbitrary high order quadratic invariants and energy conservation
parametric stochastic partitioned Runge-Kutta methods (SPRK) are constructed for …

B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems

A Adugna Arara, K Debrabant, A Kværnø - 2024 - ntnuopen.ntnu.no
In this paper a set of previous general results for the development of B–series for a broad
class of stochastic differential equations has been col-lected. The applicability of these …

[PDF][PDF] A NOVEL WAY CONSTRUCTING SYMPLECTIC STOCHASTIC PARTITIONED RUNGE-KUTTA METHODS FOR STOCHASTIC HAMILTONIAN SYSTEMS

X Li, Q Ma, X Ding - Journal of Applied Analysis & Computation, 2021 - jaac-online.com
In this paper, a novel way of constructing symplectic stochastic partitioned Runge-Kutta
methods for stochastic Hamiltonian systems is presented. First, a new class of continuous …

[图书][B] Accurate Langevin Integration Methods for Coarse-grained Molecular Dynamics with Large Time Steps

JD Finkelstein - 2020 - search.proquest.com
The Langevin equation is a stochastic differential equation frequently used in molecular
dynamics for simulating systems with a constant temperature. Recent developments have …