Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994): Difference between revisions

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Property / DOI: 10.1016/j.cam.2017.04.050 / rank
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Latest revision as of 04:58, 18 December 2024

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Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
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    Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (English)
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    23 June 2017
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    stochastic differential equations
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    stochastic Runge-Kutta methods
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    symplectic integrators
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    mean-square convergence
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    Hamiltonian system
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