Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods

DOI10.4208/eajam.080321.090721zbMath1481.65026OpenAlexW3214953621WikidataQ115211217 ScholiaQ115211217MaRDI QIDQ5061728

Qiang Ma, Zhen-Yu Wang, Xiao-Hua Ding

Publication date: 14 March 2022

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.080321.090721

zbMATH Keywords

stochastic differential equationprojectionmean-square convergencediscrete gradientmultiple conserved quantity

Mathematics Subject Classification ID

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

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