Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595)

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scientific article; zbMATH DE number 7472000
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Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations
scientific article; zbMATH DE number 7472000

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    Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (English)
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    10 February 2022
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    stochastic differential equations
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    conserved quantity
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    mean-square convergence
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    discrete gradient methods
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    linear projection methods
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