Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity (Q3116396)

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Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
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    Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity (English)
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    22 February 2012
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    stochastic differential equation in the Stratonovich sense
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    conserved quantity
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    discrete gradient
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    splitting technique
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    mean-square convergence
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    numerical experiments
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