Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 37M15 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6595837 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic Hamiltonian systems | |||
| Property / zbMATH Keywords: stochastic Hamiltonian systems / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
symplectic integrators | |||
| Property / zbMATH Keywords: symplectic integrators / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic generating functions | |||
| Property / zbMATH Keywords: stochastic generating functions / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic partitioned Runge-Kutta methods | |||
| Property / zbMATH Keywords: stochastic partitioned Runge-Kutta methods / rank | |||
Normal rank | |||
Revision as of 22:26, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise |
scientific article |
Statements
Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (English)
0 references
21 June 2016
0 references
stochastic Hamiltonian systems
0 references
stochastic differential equations
0 references
symplectic integrators
0 references
stochastic generating functions
0 references
stochastic partitioned Runge-Kutta methods
0 references
