Perturbative analysis of stochastic Hamiltonian problems under time discretizations (Q2233290): Difference between revisions

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+Numerical preservation of long-term dynamics by stochastic two-step methods
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+Locally linearized methods for the simulation of stochastic oscillators driven by random forces
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+Q4826106
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+Normal rank
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+Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
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+Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
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+Drift-preserving numerical integrators for stochastic Hamiltonian systems
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+Q3764976
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+Normal rank
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+A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
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+Nonlinear stability issues for stochastic Runge-Kutta methods
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+High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
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+Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods
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+Runge-Kutta methods for Itô stochastic differential equations with scalar noise
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+Improved \(\vartheta\)-methods for stochastic Volterra integral equations
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+On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
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+Mean-square contractivity of stochastic \(\vartheta\)-methods
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+Geometric Numerical Integration
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