Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766): Difference between revisions

@@ Property / author @@
-Xiao-Hua Ding
@@ Property / author: Xiao-Hua Ding / rank @@
-Normal rank
@@ Property / author @@
+Xiao-Hua Ding
@@ Property / author: Xiao-Hua Ding / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 37M15 / rank @@
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@@ Property / zbMATH DE Number @@
+6595837
@@ Property / zbMATH DE Number: 6595837 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic Hamiltonian systems
@@ Property / zbMATH Keywords: stochastic Hamiltonian systems / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+symplectic integrators
@@ Property / zbMATH Keywords: symplectic integrators / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic generating functions
@@ Property / zbMATH Keywords: stochastic generating functions / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic partitioned Runge-Kutta methods
@@ Property / zbMATH Keywords: stochastic partitioned Runge-Kutta methods / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.amc.2014.12.045
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+W2045177440
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@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
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@@ Property / cites work @@
+Singular stochastic differential equations.
@@ Property / cites work: Singular stochastic differential equations. / rank @@
+Normal rank
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+Symplectic Integration of Hamiltonian Systems with Additive Noise
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@@ Property / cites work: Q3729973 / rank @@
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+Efficient symplectic Runge-Kutta methods
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+Numerical Methods for Stochastic Systems Preserving Symplectic Structure
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+Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
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+Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
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+Q4277618
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+Q4824499
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+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
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+Publication:298766