Discrete gradient approach to stochastic differential equations with a conserved quantity (Q3116396)
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scientific article; zbMATH DE number 6008863
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| English | Discrete gradient approach to stochastic differential equations with a conserved quantity |
scientific article; zbMATH DE number 6008863 |
Statements
Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity (English)
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22 February 2012
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stochastic differential equation in the Stratonovich sense
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conserved quantity
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discrete gradient
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splitting technique
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mean-square convergence
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numerical experiments
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0.901271402835846
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0.8991036415100098
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0.8546173572540283
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0.838360607624054
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0.8134402632713318
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