Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766): Difference between revisions
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Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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Property / Mathematics Subject Classification ID: 37M15 / rank | |||
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Property / zbMATH DE Number: 6595837 / rank | |||
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stochastic Hamiltonian systems | |||
Property / zbMATH Keywords: stochastic Hamiltonian systems / rank | |||
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stochastic differential equations | |||
Property / zbMATH Keywords: stochastic differential equations / rank | |||
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symplectic integrators | |||
Property / zbMATH Keywords: symplectic integrators / rank | |||
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stochastic generating functions | |||
Property / zbMATH Keywords: stochastic generating functions / rank | |||
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stochastic partitioned Runge-Kutta methods | |||
Property / zbMATH Keywords: stochastic partitioned Runge-Kutta methods / rank | |||
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Revision as of 22:26, 27 June 2023
scientific article
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English | Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise |
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Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (English)
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21 June 2016
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stochastic Hamiltonian systems
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stochastic differential equations
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symplectic integrators
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stochastic generating functions
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stochastic partitioned Runge-Kutta methods
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