Symplectic Numerical Schemes for Stochastic Systems Preserving Hamiltonian Functions (Q2859143)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Symplectic Numerical Schemes for Stochastic Systems Preserving Hamiltonian Functions
scientific article

    Statements

    Symplectic Numerical Schemes for Stochastic Systems Preserving Hamiltonian Functions (English)
    0 references
    0 references
    0 references
    0 references
    6 November 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic Hamiltonian systems
    0 references
    symplectic integration
    0 references
    mean-square convergence
    0 references
    high-order numerical schemes
    0 references
    0 references