Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise (Q2930009)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise |
scientific article |
Statements
Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise (English)
0 references
17 November 2014
0 references
highly oscillatory stochastic differential equation
0 references
composition method
0 references
quadratic first integral conservation
0 references
multiplicative noise
0 references
time-dependent stochastic Schrödinger equation
0 references
numerical result
0 references
convergence
0 references