Pages that link to "Item:Q465120"

The following pages link to Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120):

Displaying 23 items.

• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs (Q1615873) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations (Q2216479) (← links)
• Perturbative analysis of stochastic Hamiltonian problems under time discretizations (Q2233290) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
• Numerical solution of stochastic quantum master equations using stochastic interacting wave functions (Q2424500) (← links)
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) (← links)
• Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858) (← links)
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)