Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods
DOI10.1016/J.CNSNS.2020.105538zbMath1454.65007OpenAlexW3087861842MaRDI QIDQ2213488
Guoguo Yang, Xaiohua Ding, Xuliang Li
Publication date: 2 December 2020
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2020.105538
stochastic differential equationsstochastic partitioned Runge-Kutta methodsenergy-preserving methodsstochastic canonical Hamiltonian systems
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)
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Cites Work
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