High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448)

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High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
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    High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (English)
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    25 November 2019
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    stochastic Hamiltonian system
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    stochastic partitioned Runge-Kutta method
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    symplectic integrator
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