Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120): Difference between revisions

@@ Property / author @@
-Peng Wang
@@ Property / author: Peng Wang / rank @@
-Normal rank
@@ Property / author @@
+Peng Wang
@@ Property / author: Peng Wang / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C30
@@ Property / Mathematics Subject Classification ID: 65C30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H35
@@ Property / Mathematics Subject Classification ID: 60H35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 34F05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L06
@@ Property / Mathematics Subject Classification ID: 65L06 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P10
@@ Property / Mathematics Subject Classification ID: 65P10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 65L20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6362819
@@ Property / zbMATH DE Number: 6362819 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Runge-Kutta methods
@@ Property / zbMATH Keywords: Runge-Kutta methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+symplecticity
@@ Property / zbMATH Keywords: symplecticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+strong convergence
@@ Property / zbMATH Keywords: strong convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+quadratic invariants
@@ Property / zbMATH Keywords: quadratic invariants / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+numerical experiment
@@ Property / zbMATH Keywords: numerical experiment / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2014.08.003
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@@ Property / OpenAlex ID @@
+W2068020312
@@ Property / OpenAlex ID: W2068020312 / rank @@
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@@ Property / cites work @@
+High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
+Normal rank
@@ Property / cites work @@
+Order Conditions of Stochastic Runge--Kutta Methods by <i>B</i>-Series
+Normal rank
@@ Property / cites work @@
+Stability of Runge-Kutta Methods for Trajectory Problems
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+Q4531870
@@ Property / cites work: Q4531870 / rank @@
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+Q5493038
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+Predictor-corrector methods for a linear stochastic oscillator with additive noise
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+Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Q4826106
@@ Property / cites work: Q4826106 / rank @@
+Normal rank
@@ Property / cites work @@
+Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems
+Normal rank
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+Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
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@@ Property / cites work @@
+Second order Runge-Kutta methods for Stratonovich stochastic differential equations
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@@ Property / cites work @@
+Q5862230
@@ Property / cites work: Q5862230 / rank @@
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@@ Property / cites work @@
+The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
+Normal rank
@@ Property / cites work @@
+Three-stage stochastic Runge-Kutta methods for stochastic differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:465120