Generating functions for stochastic symplectic methods (Q379801)

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scientific article; zbMATH DE number 6224682
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Generating functions for stochastic symplectic methods
scientific article; zbMATH DE number 6224682

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    Generating functions for stochastic symplectic methods (English)
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    11 November 2013
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    stochastic Hamiltonian systems
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    symplecticity
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    stochastic symplectic methods
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    generating functions
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    Hamilton-Jacobi PDEs
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    numerical examples
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    symplectic integration
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