How do Monte Carlo estimates affect stochastic geometric numerical integration? (Q6159558): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2022.2107393
+Normal rank
@@ Property / OpenAlex ID @@
+W4288826014
@@ Property / OpenAlex ID: W4288826014 / rank @@
+Normal rank
@@ Property / cites work @@
+Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs
+Normal rank
@@ Property / cites work @@
+Full Discretization of Semilinear Stochastic Wave Equations Driven by Multiplicative Noise
+Normal rank
@@ Property / cites work @@
+Exponential Integrators for Stochastic Schrödinger Equations Driven by Itô Noise
+Normal rank
@@ Property / cites work @@
+Analysis of energy and quadratic invariant preserving (EQUIP) methods
+Normal rank
@@ Property / cites work @@
+Exponential mean-square stability properties of stochastic linear multistep methods
+Normal rank
@@ Property / cites work @@
+Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
+Normal rank
@@ Property / cites work @@
+Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
+Normal rank
@@ Property / cites work @@
+The minimal stage, energy preserving Runge–Kutta method for polynomial Hamiltonian systems is the averaged vector field method
+Normal rank
@@ Property / cites work @@
+Conservative methods for stochastic differential equations with a conserved quantity
+Normal rank
@@ Property / cites work @@
+Drift-preserving numerical integrators for stochastic Hamiltonian systems
+Normal rank
@@ Property / cites work @@
+A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
+Normal rank
@@ Property / cites work @@
+On the numerical discretisation of stochastic oscillators
+Normal rank
@@ Property / cites work @@
+A Trigonometric Method for the Linear Stochastic Wave Equation
+Normal rank
@@ Property / cites work @@
+Exponential integrators for stochastic Maxwell's equations driven by Itô noise
+Normal rank
@@ Property / cites work @@
+Energy-preserving integrators for stochastic Poisson systems
+Normal rank
@@ Property / cites work @@
+Linear energy-preserving integrators for Poisson systems
+Normal rank
@@ Property / cites work @@
+Drift-preserving numerical integrators for stochastic Poisson systems
+Normal rank
@@ Property / cites work @@
+On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
+Normal rank
@@ Property / cites work @@
+Numerical preservation of long-term dynamics by stochastic two-step methods
+Normal rank
@@ Property / cites work @@
+Mean-square contractivity of stochastic \(\vartheta\)-methods
+Normal rank
@@ Property / cites work @@
+Nonlinear stability issues for stochastic Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations
+Normal rank
@@ Property / cites work @@
+On the numerical structure preservation of nonlinear damped stochastic oscillators
+Normal rank
@@ Property / cites work @@
+Two-step Runge-Kutta methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Locally linearized methods for the simulation of stochastic oscillators driven by random forces
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Time integration and discrete Hamiltonian systems
@@ Property / cites work: Time integration and discrete Hamiltonian systems / rank @@
+Normal rank
@@ Property / cites work @@
+Geometric Numerical Integration
@@ Property / cites work: Geometric Numerical Integration / rank @@
+Normal rank
@@ Property / cites work @@
+High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Q5859685
@@ Property / cites work: Q5859685 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5493038
@@ Property / cites work: Q5493038 / rank @@
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Some issues in discrete approximate solution for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+An energy-preserving exponentially-fitted continuous stage Runge-Kutta method for Hamiltonian systems
+Normal rank
@@ Property / cites work @@
+A Characterization of Energy-Preserving Methods and the Construction of Parallel Integrators for Hamiltonian Systems
+Normal rank
@@ Property / cites work @@
+Runge-Kutta methods for Itô stochastic differential equations with scalar noise
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Analysis and discretization of semi-linear stochastic wave equations with cubic nonlinearity and additive space-time noise
+Normal rank
@@ Property / cites work @@
+A review on numerical schemes for solving a linear stochastic oscillator
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a linear stochastic oscillator with additive noise
+Normal rank
@@ Property / cites work @@
+Efficient energy-preserving integrators for oscillatory Hamiltonian systems
+Normal rank
@@ Property / Wikidata QID @@
+Q114101704
@@ Property / Wikidata QID: Q114101704 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6159558