Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766)
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scientific article; zbMATH DE number 6595837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise |
scientific article; zbMATH DE number 6595837 |
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Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (English)
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21 June 2016
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stochastic Hamiltonian systems
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stochastic differential equations
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symplectic integrators
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stochastic generating functions
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stochastic partitioned Runge-Kutta methods
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0.96920896
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0.9653101
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0.9610504
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0.9453409
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0.94378525
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0.94360346
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0.9262465
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0.92487663
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0.92363113
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