Pages that link to "Item:Q487979"
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The following pages link to Energy-preserving integrators for stochastic Poisson systems (Q487979):
Displaying 28 items.
- Energy-preserving methods for Poisson systems (Q433929) (← links)
- Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
- Linear energy-preserving integrators for Poisson systems (Q533710) (← links)
- Projection methods for stochastic differential equations with conserved quantities (Q727906) (← links)
- Functionally-fitted energy-preserving integrators for Poisson systems (Q1656735) (← links)
- An energy-conserving method for stochastic Maxwell equations with multiplicative noise (Q1684993) (← links)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
- Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems (Q2129151) (← links)
- A unified framework for the study of high-order energy-preserving integrators for solving Poisson systems (Q2134707) (← links)
- Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric projection method (Q2137596) (← links)
- High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
- Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations (Q2216479) (← links)
- Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
- Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
- Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems (Q2422631) (← links)
- High-Order Energy-Preserving Methods for Stochastic Poisson Systems (Q4983607) (← links)
- Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)
- Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
- Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods (Q5061728) (← links)
- (Q5074958) (← links)
- Structure-Preserving Numerical Methods for Stochastic Poisson Systems (Q5163205) (← links)
- STOCHASTIC PARTITIONED AVERAGED VECTOR FIELD METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH A CONSERVED QUANTITY (Q5859442) (← links)
- Two Novel Classes of Arbitrary High-Order Structure-Preserving Algorithms for Canonical Hamiltonian Systems (Q5881323) (← links)
- Splitting integrators for stochastic Lie–Poisson systems (Q6045328) (← links)
- Numerical conservation issues for the stochastic Korteweg-de Vries equation (Q6098942) (← links)
- Data-driven structure-preserving model reduction for stochastic Hamiltonian systems (Q6152181) (← links)
- The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model (Q6665412) (← links)