Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations (Q3578046)
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English | Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations |
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Accurate Stationary Densities with Partitioned Numerical Methods for Stochastic Differential Equations (English)
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13 July 2010
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damped harmonic oscillators with noise
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stationary distribution
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stochastic Runge-Kutta methods
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leapfrog methods
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