Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120): Difference between revisions
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| Property / author: Peng Wang / rank | |||
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65L06 / rank | |||
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| Property / Mathematics Subject Classification ID: 65P10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65L20 / rank | |||
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| Property / zbMATH DE Number: 6362819 / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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Runge-Kutta methods | |||
| Property / zbMATH Keywords: Runge-Kutta methods / rank | |||
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symplecticity | |||
| Property / zbMATH Keywords: symplecticity / rank | |||
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strong convergence | |||
| Property / zbMATH Keywords: strong convergence / rank | |||
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weak convergence | |||
| Property / zbMATH Keywords: weak convergence / rank | |||
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quadratic invariants | |||
| Property / zbMATH Keywords: quadratic invariants / rank | |||
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numerical experiment | |||
| Property / zbMATH Keywords: numerical experiment / rank | |||
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Revision as of 14:47, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods |
scientific article |
Statements
Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (English)
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31 October 2014
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stochastic differential equations
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Runge-Kutta methods
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symplecticity
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strong convergence
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weak convergence
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quadratic invariants
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numerical experiment
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