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Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise - MaRDI portal

Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932)

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scientific article; zbMATH DE number 6053784
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English
Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
scientific article; zbMATH DE number 6053784

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    Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (English)
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    9 July 2012
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    stochastic Hamiltonian problems
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    Runge-Kutta methods
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    symplecticity
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