Conservative methods for stochastic differential equations with a conserved quantity (Q3186772): Difference between revisions

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Conservative methods for stochastic differential equations with a conserved quantity
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Latest revision as of 14:40, 19 April 2024

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Conservative methods for stochastic differential equations with a conserved quantity
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    12 August 2016
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    stochastic differential equations
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    conservative methods
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    stochastic geometric numerical integration
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    quadrature formula
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    invariants
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    splitting technique
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    mean-square convergence order
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    weak convergence order
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    math.NA
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