Abstract. The paper investigates the exponential discrete gradient methods simulating stochastic Hamiltonian systems with invariant Hamiltonians. We show that the methods are nearly symplectic, and nearly preserve the invariant Hamiltonians. Numerical experiments illustrate effectiveness and efficiency of the simulation methods.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.