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本文中提出了一类随机Runge-Kutta 方法求解随机泊松系统，推导了数值格式保泊松结构的一般性条件，并给出了满足该条件的算法，如随机对角隐Runge-Kutta 方法。
随机泊松系统的保结构随机Runge-Kutta方法
【摘 要】
：
本文中提出了一类随机Runge-Kutta 方法求解随机泊松系统，推导了数值格式保泊松结构的一般性条件，并给出了满足该条件的算法，如随机对角隐Runge-Kutta 方法。
【机 构】
：
中国科学院大学数学科学学院,北京100049
【出 处】
：
第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议
【发表日期】
：
2019年8期
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