Stochastic Runge-Kutta-Munthe-Kaas methods in the modelling of perturbed rigid bodies

DOI10.4208/AAMM.OA-2021-0176MaRDI QIDQ5033445FDO

Authors

Publication date 23 February 2022

Published in Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

zbMATH Keywords

stochastic Runge-Kutta methodrigid body problemnonlinear Itô SDEsRunge-Kutta-Munthe-Kaas scheme

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 1300852 (Why is no real title available?)
• scientific article; zbMATH DE number 1795895 (Why is no real title available?)
• Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations
• Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
• Geometric Numerical Integration
• High order Runge-Kutta methods on manifolds
• Lie group methods for rigid body dynamics and time integration on manifolds
• Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple
• Stochastic Lie Group Integrators
• Strong and weak approximation methods for stochastic differential equations -- some recent developments
• The Magnus expansion for stochastic differential equations
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles

Cited in

(4)

• Stochastic Lie Group Integrators
• Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles
• Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)

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