Data-driven structure-preserving model reduction for stochastic Hamiltonian systems

DOI10.3934/jcd.2024010arXiv2201.13391MaRDI QIDQ6152181

Publication date: 11 March 2024

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.13391

zbMATH Keywords

stochastic differential equations model reduction stochastic Hamiltonian systems geometric numerical integration methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Numerical integration (65D30)

Cites Work

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