Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles

DOI10.1016/j.apnum.2017.01.017zbMath1367.65012OpenAlexW2587052790MaRDI QIDQ2359649

Evelyn Buckwar, Markus Ableidinger

Publication date: 22 June 2017

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2017.01.017

zbMATH Keywords

convergencenumerical examplesStratonovich integralLie group methodsstructure preservationstochastic Landau-Lifshitz-Gilbert equationMunthe-Kaas methodsweak stochastic Runge-Kutta methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies ⋮ Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds ⋮ Higher strong order methods for linear Itô SDEs on matrix Lie groups

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