High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Created claim: Wikidata QID (P12): Q128969391, #quickstatements; #temporary_batch_1723714016773
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Q4338975 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singular stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean square convergence of one-step methods for neutral stochastic differential delay equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4531870 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symplectic Geometric Algorithms for Hamiltonian Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symplectic Integration of Hamiltonian Systems with Additive Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Methods for Stochastic Systems Preserving Symplectic Structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3217380 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coefficients for the study of Runge-Kutta integration processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values / rank
 
Normal rank
Property / cites work
 
Property / cites work: General order conditions for stochastic partitioned Runge-Kutta methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: A review on numerical schemes for solving a linear stochastic oscillator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partitioned Runge-Kutta Methods for Separable Hamiltonian Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4277618 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q128969391 / rank
 
Normal rank

Latest revision as of 10:36, 15 August 2024

scientific article
Language Label Description Also known as
English
High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
scientific article

    Statements

    High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (English)
    0 references
    0 references
    0 references
    0 references
    25 November 2019
    0 references
    stochastic Hamiltonian system
    0 references
    stochastic partitioned Runge-Kutta method
    0 references
    symplectic integrator
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references