Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
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Publication:2422631
DOI10.11650/tjm/180803zbMath1426.60076MaRDI QIDQ2422631
Xiuyan Li, Qiang Ma, Xiao-Hua Ding, Chi-Ping Zhang
Publication date: 20 June 2019
Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.twjm/1533866419
symplectic methods; mean-square convergence; energy-preserving methods; stochastic canonical Hamiltonian systems; EQUIP methods
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
65P10: Numerical methods for Hamiltonian systems including symplectic integrators
37N30: Dynamical systems in numerical analysis
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Uses Software
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