The following pages link to Stochastic Lie Group Integrators (Q3617178):
Displaying 24 items.
- Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
- Generalized polar coordinates on Lie groups and numerical integrators (Q849057) (← links)
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method (Q2137596) (← links)
- A generalised drift-correcting time integration scheme for Brownian suspensions of rigid particles with arbitrary shape (Q2162020) (← links)
- The Magnus expansion for stochastic differential equations (Q2303772) (← links)
- Global optimization with orthogonality constraints via stochastic diffusion on manifold (Q2316261) (← links)
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
- Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779) (← links)
- CHI-SQUARE SIMULATION OF THE CIR PROCESS AND THE HESTON MODEL (Q2841330) (← links)
- Reduction and reconstruction of stochastic differential equations via symmetries (Q2951770) (← links)
- Flows and stochastic Taylor series in Itô calculus (Q3462558) (← links)
- Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies (Q5033445) (← links)
- Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods (Q5061728) (← links)
- An Optimal Polynomial Approximation of Brownian Motion (Q5110549) (← links)
- Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations (Q5114946) (← links)
- Computing the Maslov index for large systems (Q5179397) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- Splitting integrators for stochastic Lie–Poisson systems (Q6045328) (← links)
- Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
- Simulating elliptic diffusions and orthogonal invariance (Q6632768) (← links)
- Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024 (Q6671623) (← links)
