# Energy-preserving integrators for stochastic Poisson systems

**David Cohen
**

UMIT Research Lab

Department of Mathematics and Mathematical Statistics

Umeå University

### Abstract:

We will present a new class of energy-preserving numerical schemes for stochastic Hamiltonian systems with non-canonical structure matrix. These numerical integrators are of mean-square order one, preserve quadratic Casimir functions and reduce to well known integrators in the deterministic case.
This is a joint work with G. Dujardin (INRIA Lille Nord Europe)