Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503)
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English | Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise |
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Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (English)
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18 March 2019
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stochastic Hamiltonian systems
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linear stochastic oscillator
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additive white noise
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variable step size
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time regularization
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symplecticity
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