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