Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932)
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scientific article; zbMATH DE number 6053784
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| English | Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise |
scientific article; zbMATH DE number 6053784 |
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Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (English)
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9 July 2012
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stochastic Hamiltonian problems
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Runge-Kutta methods
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symplecticity
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0.8648175001144409
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0.8619855642318726
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0.8545599579811096
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0.8530092835426331
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