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