Pages that link to "Item:Q2445217"

The following pages link to Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217):

Displaying 23 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)
• Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations (Q666603) (← links)
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs (Q1615873) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← 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)
• 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)
• Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise (Q2454389) (← links)
• Symplectic Runge-Kutta semidiscretization for stochastic Schrödinger equation (Q2817782) (← links)
• Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858) (← links)
• Splitting integrators for stochastic Lie–Poisson systems (Q6045328) (← links)
• A novel way constructing symplectic stochastic partitioned Runge-Kutta methods for stochastic Hamiltonian systems (Q6598976) (← links)