Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
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Cites work
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Cited in
(36)- Efficient implementation of Radau collocation methods
- Construction of Runge-Kutta type methods for solving ordinary differential equations
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations
- Numerical conservation issues for the stochastic Korteweg-de Vries equation
- Explicit pseudo-symplectic methods for stochastic Hamiltonian systems
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators
- Weak backward error analysis for stochastic Hamiltonian systems
- Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
- Structure-preserving methods for Marcus stochastic Hamiltonian systems with additive Lévy noise
- Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems
- Drift-preserving numerical integrators for stochastic Hamiltonian systems
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
- How do Monte Carlo estimates affect stochastic geometric numerical integration?
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations
- Stability issues for selected stochastic evolutionary problems: a review
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
- On the numerical structure preservation of nonlinear damped stochastic oscillators
- A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations
- Stochastic discrete Hamiltonian variational integrators
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise
- Perturbative analysis of stochastic Hamiltonian problems under time discretizations
- Nonlinear stability issues for stochastic Runge-Kutta methods
- Taylor-type 1-step-ahead numerical differentiation rule for first-order derivative approximation and ZNN discretization
- Splitting integrators for stochastic Lie–Poisson systems
- A note on the continuous-stage Runge-Kutta(-Nyström) formulation of Hamiltonian boundary value methods (HBVMs)
- Two-step Runge-Kutta methods for stochastic differential equations
- Issues in the Software Implementation of Stochastic Numerical Runge–Kutta
- Numerical conservation issues for jump Pearson diffusions
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
- Numerical preservation of long-term dynamics by stochastic two-step methods
- Efficient implementation of Gauss collocation and Hamiltonian boundary value methods
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems
- A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems
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