Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods |
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Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (English)
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31 October 2014
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stochastic differential equations
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Runge-Kutta methods
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symplecticity
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strong convergence
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weak convergence
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quadratic invariants
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numerical experiment
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