
























We consider Hamiltonian systems driven by multi-dimensional Gaussian processes in rough path sense, which include fractional Brownian motions with Hurst parameter $H\in(1/4,1/2]$. We indicate that the phase flow preserves the symplectic structure almost surely and this property could be inherited by symplectic Runge--Kutta methods, which are implicit methods in general. If the vector fields belong to $Lip^γ$, we obtain the solvability of Runge--Kutta methods and the pathwise convergence rates. For linear and skew symmetric vector fields, we focus on the midpoint scheme to give corresponding results. Numerical experiments verify our theoretical analysis.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。