Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
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- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- Efficient symplectic Runge-Kutta methods
- Higher-order implicit strong numerical schemes for stochastic differential equations
- KAM theorem of symplectic algorithms for Hamiltonian systems
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Mean square convergence of one-step methods for neutral stochastic differential delay equations
- Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure
- Order conditions of stochastic Runge--Kutta methods by B-series
- Singular stochastic differential equations.
- Symplectic Integration of Hamiltonian Systems with Additive Noise
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations
Cited in
(19)- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- Data-driven structure-preserving model reduction for stochastic Hamiltonian systems
- A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta
- Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise
- Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
- Stochastic partitioned averaged vector field methods for stochastic differential equations with a conserved quantity
- Construction of symplectic Runge-Kutta methods for stochastic Hamiltonian systems
- Simulation of stochastic optimal control problems with symplectic partitioned Runge-Kutta scheme
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
- Discrete stochastic port-Hamiltonian systems
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Symplectic waveform relaxation methods for Hamiltonian systems
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
- Stochastic discrete Hamiltonian variational integrators
- General order conditions for stochastic partitioned Runge-Kutta methods
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