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

DOI10.4208/AAMM.OA-2021-0176MaRDI QIDQ5033445FDOQ5033445

Authors:

Publication date: 23 February 2022

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

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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)

Cites Work

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• Geometric Numerical Integration
• High order Runge-Kutta methods on manifolds
• Lie group methods for rigid body dynamics and time integration on manifolds
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• Strong and weak approximation methods for stochastic differential equations -- some recent developments
• Stochastic Lie Group Integrators
• Explicit order 1.5 schemes for the strong approximation of Itô stochastic differential equations
• The Magnus expansion for stochastic differential equations
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles
• Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\)
• Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple

Cited In (4)

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

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