Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise (Q2454389)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise |
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Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise (English)
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13 June 2014
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stochastic Hamiltonian problems
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Runge-Kutta methods
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symplecticity
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numerical examples
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additive noise
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