Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
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Publication:1742589
DOI10.1007/s10543-017-0668-7zbMath1390.60261OpenAlexW2625576890MaRDI QIDQ1742589
Xinyan Niu, Jialin Hong, Jianbo Cui, Zhihui Liu
Publication date: 11 April 2018
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-017-0668-7
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)
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