New stochastic modified equation for symplectic integrators on rough Hamiltonian systems is shown to preserve Hamiltonian structure with proven convergence orders via rough path theory.
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Stochastic modified equations for symplectic methods applied to rough Hamiltonian systems based on the Wong--Zakai approximation
New stochastic modified equation for symplectic integrators on rough Hamiltonian systems is shown to preserve Hamiltonian structure with proven convergence orders via rough path theory.