Pages that link to "Item:Q433932"

The following pages link to Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932):

Displaying 31 items.

• Efficient implementation of Radau collocation methods (Q465127) (← links)
• Construction of Runge-Kutta type methods for solving ordinary differential equations (Q470763) (← links)
• Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• Numerical preservation of long-term dynamics by stochastic two-step methods (Q1670362) (← links)
• Explicit pseudo-symplectic methods for stochastic Hamiltonian systems (Q1742589) (← links)
• Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
• Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems (Q1989199) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems (Q2091390) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
• Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
• On the numerical structure preservation of nonlinear damped stochastic oscillators (Q2225510) (← links)
• Perturbative analysis of stochastic Hamiltonian problems under time discretizations (Q2233290) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• A note on the continuous-stage Runge-Kutta(-Nyström) formulation of Hamiltonian boundary value methods (HBVMs) (Q2286156) (← links)
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) (← links)
• Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise (Q2454389) (← links)
• Efficient implementation of Gauss collocation and Hamiltonian boundary value methods (Q2454395) (← links)
• Taylor-type 1-step-ahead numerical differentiation rule for first-order derivative approximation and ZNN discretization (Q2509998) (← links)
• On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
• Splitting integrators for stochastic Lie–Poisson systems (Q6045328) (← links)
• Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)
• Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations (Q6101777) (← links)
• Numerical conservation issues for jump Pearson diffusions (Q6169251) (← links)