The following pages link to (Q5493038):
Displaying 16 items.
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Generating functions for stochastic symplectic methods (Q379801) (← links)
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570) (← links)
- On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← 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)
- Predictor-corrector methods for a linear stochastic oscillator with additive noise (Q2467150) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- (Q3398957) (← links)
- Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
- (Q5862230) (← links)
