Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise |
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Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (English)
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21 June 2016
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stochastic Hamiltonian systems
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stochastic differential equations
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symplectic integrators
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stochastic generating functions
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stochastic partitioned Runge-Kutta methods
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