A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems
DOI10.11948/20200315MaRDI QIDQ6598976FDOQ6598976
Authors: Xiuyan Li, Qiang Ma, Xiaohua Ding
Publication date: 5 September 2024
Published in: Journal of Applied Analysis and Computation (Search for Journal in Brave)
symplecticstochastic Hamiltonian systemsstochastic partitioned Runge-Kutta methodsstochastic B-seriescontinuous-stage
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Dynamical systems in numerical analysis (37N30)
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