Stochastic Poisson integrators based on Padé approximations for linear stochastic Poisson systems

Abstract

We propose a class of stochastic Poisson integrators based on Pade approximations for linear stochastic Poisson systems. The root mean-square convergence orders of the schemes are analyzed, and the structure preserving properties are investigated. Numerical tests are performed to verify the theoretical results and illustrate the numerical behavior of the proposed methods.