Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994): Difference between revisions
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Revision as of 19:01, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | 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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