Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems
DOI10.1016/J.AMC.2023.128488OpenAlexW4389705703MaRDI QIDQ6130161FDOQ6130161
Authors: Raffaele D'Ambrosio, Stefano Di Giovacchino 
Publication date: 18 April 2024
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2023.128488
symplectic methodsstochastic Hamiltonian systemsmodified differential equationsstrong backward error analysis
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
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