Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations
Publication:666603
DOI10.1007/s10092-019-0302-yzbMath1407.65322OpenAlexW2909880200WikidataQ115606199 ScholiaQ115606199MaRDI QIDQ666603
Qiang Ma, Guoguo Yang, Xuliang Li, Xiao-Hua Ding
Publication date: 6 March 2019
Published in: Calcolo (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10092-019-0302-y
conformal invariantlinear dampingstochastic exponential integratorconformal symplecticdamped stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)
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