Pages that link to "Item:Q4539406"
From MaRDI portal
The following pages link to Symplectic Integration of Hamiltonian Systems with Additive Noise (Q4539406):
Displaying 50 items.
- Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Generating functions for stochastic symplectic methods (Q379801) (← links)
- On the numerical discretisation of stochastic oscillators (Q449665) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- A class of orthogonal integrators for stochastic differential equations (Q557773) (← links)
- Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations (Q666603) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- Computing ergodic limits for Langevin equations (Q885910) (← links)
- Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
- General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
- Stochastic symplectic and multi-symplectic methods for nonlinear Schrödinger equation with white noise dispersion (Q1686621) (← links)
- On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces (Q1726848) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
- Explicit pseudo-symplectic methods for stochastic Hamiltonian systems (Q1742589) (← links)
- Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths (Q1748060) (← links)
- Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
- Explicit pseudo-symplectic methods based on generating functions for stochastic Hamiltonian systems (Q1989199) (← links)
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
- A symplectic homotopy perturbation method for stochastic and interval Hamiltonian systems and its applications in structural dynamic systems (Q2091390) (← links)
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method (Q2137596) (← links)
- Multi-symplectic discontinuous Galerkin methods for the stochastic Maxwell equations with additive noise (Q2138009) (← links)
- A stochastic Hamiltonian formulation applied to dissipative particle dynamics (Q2141188) (← links)
- A review of structure-preserving numerical methods for engineering applications (Q2184464) (← links)
- Linearized wave turbulence convergence results for three-wave systems (Q2192712) (← links)
- Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle (Q2223321) (← links)
- Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
- Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
- A review on stochastic multi-symplectic methods for stochastic Maxwell equations (Q2289866) (← links)
- A review on numerical schemes for solving a linear stochastic oscillator (Q2350725) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
- Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) (← links)
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
- Predictor-corrector methods for a linear stochastic oscillator with additive noise (Q2467150) (← links)
- Explorations of a family of stochastic Newmark methods in engineering dynamics (Q2494932) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- On the conservative character of discretizations to Itô-Hamiltonian systems with small noise (Q2677881) (← links)
- Probabilistic Methods for the Incompressible Navier–Stokes Equations With Space Periodic Conditions (Q2856034) (← links)
- The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
- Conservative stochastic differential equations: Mathematical and numerical analysis (Q3055188) (← links)
- Computing Effective Diffusivity of Chaotic and Stochastic Flows Using Structure-Preserving Schemes (Q4577235) (← links)
- High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions (Q4596727) (← links)
- Sharp Error Estimates on a Stochastic Structure-Preserving Scheme in Computing Effective Diffusivity of 3D Chaotic Flows (Q5006472) (← links)
- Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
- Computing effective diffusivities in 3D time-dependent chaotic flows with a convergent Lagrangian numerical method (Q5038942) (← links)
- (Q5074958) (← links)