Word combinatorics for stochastic differential equations: splitting integrators

DOI10.3934/cpaa.2019097zbMath1476.60092arXiv1804.09974OpenAlexW2963770500WikidataQ128454673 ScholiaQ128454673MaRDI QIDQ2415197

A. Alamo, Jesús María Sanz-Serna

Publication date: 20 May 2019

Published in: Communications on Pure and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.09974

zbMATH Keywords

stochastic differential equationsword combinatoricssplitting integrators

Mathematics Subject Classification ID

Stochastic integrals (60H05) Hopf algebras and their applications (16T05)

Related Items (4)

Drift-preserving numerical integrators for stochastic Poisson systems ⋮ Splitting integrators for stochastic Lie–Poisson systems ⋮ Word series high-order averaging of highly oscillatory differential equations with delay ⋮ Unnamed Item

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