Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cam.2017.04.050 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2017.04.050 / rank | |||
Normal rank | |||
Latest revision as of 04:58, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise |
scientific article |
Statements
Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (English)
0 references
23 June 2017
0 references
stochastic differential equations
0 references
stochastic Runge-Kutta methods
0 references
symplectic integrators
0 references
mean-square convergence
0 references
Hamiltonian system
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
