Symplectic integration of stochastic Hamiltonian systems

DOI10.1007/978-981-19-7670-4OpenAlexW4321448713MaRDI QIDQ2108919

Jialin Hong, Liying Sun

Publication date: 20 December 2022

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-981-19-7670-4

Mathematics Subject Classification ID

Numerical methods for Hamiltonian systems including symplectic integrators (65P10) Dynamical systems and ergodic theory (37-XX) Probability theory and stochastic processes (60-XX)

Related Items (1)

Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus

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