Pages that link to "Item:Q730570"

The following pages link to Stochastic symplectic methods based on the Padé approximations for linear stochastic Hamiltonian systems (Q730570):

Displaying 11 items.

• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• The stochastic Liouville equation and Padé approximants (Q1124214) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• Symplectic schemes for linear stochastic Schrödinger equations with variable coefficients (Q1724105) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• Error expansion for a symplectic scheme for stochastic Hamiltonian systems (Q2417145) (← links)
• Weak symplectic schemes for stochastic Hamiltonian equations (Q2510851) (← links)
• Structure-Preserving Numerical Methods for Stochastic Poisson Systems (Q5163205) (← links)
• Splitting integrators for stochastic Lie–Poisson systems (Q6045328) (← links)
• Data-driven structure-preserving model reduction for stochastic Hamiltonian systems (Q6152181) (← links)