High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
DOI10.1016/J.AMC.2018.10.041zbMATH Open1429.65016OpenAlexW2899952770WikidataQ128969391 ScholiaQ128969391MaRDI QIDQ2008448FDOQ2008448
Qiang Ma, Minggang Han, Xiaohua Ding
Publication date: 25 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.10.041
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Cited In (13)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- Perturbative analysis of stochastic Hamiltonian problems under time discretizations
- Symplectic Integration of Hamiltonian Systems with Additive Noise
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems
- Drift-preserving numerical integrators for stochastic Poisson systems
- Uniformly accurate schemes for drift-oscillatory stochastic differential equations
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
- Splitting integrators for stochastic Lie–Poisson systems
- A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems
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