Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503)

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Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
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    Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (English)
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    18 March 2019
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    stochastic Hamiltonian systems
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    linear stochastic oscillator
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    additive white noise
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    variable step size
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    time regularization
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    symplecticity
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