High-Order Symplectic Schemes for Stochastic Hamiltonian Systems

DOI10.4208/cicp.311012.191113azbMath1388.65014OpenAlexW2473437170MaRDI QIDQ5372266

Yau Shu Wong, Jian Deng, Cristina Anton

Publication date: 27 October 2017

Published in: Communications in Computational Physics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7d5aef201a2d1ab900f1f23fe79d99afaf2e0162

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for Hamiltonian systems including symplectic integrators (65P10)

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