Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies

DOI10.4208/aamm.OA-2021-0176MaRDI QIDQ5033445

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Publication date: 23 February 2022

Published in: Advances in Applied Mathematics and Mechanics (Search for Journal in Brave)

zbMATH Keywords

stochastic Runge-Kutta methodrigid body problemnonlinear Itô SDEsRunge-Kutta-Munthe-Kaas scheme

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds

Cites Work

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• High order Runge-Kutta methods on manifolds
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• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles
• Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n)
• Strong and Weak Approximation Methods for Stochastic Differential Equations—Some Recent Developments
• Explicit Order 1.5 Schemes for the Strong Approximation of Itô Stochastic Differential Equations
• Stochastic Lie Group Integrators
• Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple
• Geometric Numerical Integration

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