Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
DOI10.1016/J.CNSNS.2020.105538zbMATH Open1454.65007OpenAlexW3087861842MaRDI QIDQ2213488FDOQ2213488
Authors: Guoguo Yang, Xuliang Li, Xaiohua Ding 
Publication date: 2 December 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105538
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Cited In (5)
- A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- High-order energy-preserving methods for stochastic Poisson systems
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
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