Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) |
scientific article |
Statements
Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (English)
0 references
2 September 2016
0 references
stochastic Lie group integrators
0 references
Padé approximation
0 references
Euler-Maruyama
0 references
Cayley transform
0 references
geometric integration
0 references
strong convergence
0 references
quadratic Lie group
0 references
numerical examples
0 references
exponential Rodrigues formula
0 references
convergence
0 references
algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references