Symplectic Integrators to Stochastic Hamiltonian Dynamical Systems Derived from Composition Methods
Figure 2
(a) A numerical sample path of SHOS in phase space via Euler scheme. (b) A numerical sample path of SHOS in phase space via Composition 1 (Scheme 6). (c) A numerical sample path of SHOS in phase space via Composition 2 (Scheme 5).
