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Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods - MaRDI portal

Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488)

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Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
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    Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (English)
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    2 December 2020
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    stochastic differential equations
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    stochastic canonical Hamiltonian systems
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    stochastic partitioned Runge-Kutta methods
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    energy-preserving methods
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