High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448)

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scientific article; zbMATH DE number 7136483
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    High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
    scientific article; zbMATH DE number 7136483

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      High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (English)
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      25 November 2019
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      stochastic Hamiltonian system
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      stochastic partitioned Runge-Kutta method
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      symplectic integrator
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