Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164)

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Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise
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    Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (English)
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    20 May 2019
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    second-order stochastic differential equations
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    stochastic Hamiltonian systems
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    stochastic Runge-Kutta-Nyström methods
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    symplectic integrators
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