Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations

DOI10.1007/s10092-019-0302-yzbMath1407.65322OpenAlexW2909880200WikidataQ115606199 ScholiaQ115606199MaRDI QIDQ666603

Qiang Ma, Guoguo Yang, Xuliang Li, Xiao-Hua Ding

Publication date: 6 March 2019

Published in: Calcolo (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10092-019-0302-y

zbMATH Keywords

conformal invariantlinear dampingstochastic exponential integratorconformal symplecticdamped stochastic differential equations

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) Discretization methods and integrators (symplectic, variational, geometric, etc.) for dynamical systems (37M15)

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