High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
type: Item
instance of: scholarly article
title: High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
zbMATH Open document ID: 1429.65016
author: Minggang Han
author: Qiang Ma
author: Xiaohua Ding
published in: Applied Mathematics and Computation
publication date: 2019-11-25T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 37N30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65P10
zbMATH DE Number: 7136483
zbMATH Keywords: stochastic Hamiltonian system
zbMATH Keywords: stochastic partitioned Runge-Kutta method
zbMATH Keywords: symplectic integrator
MaRDI profile type: Publication
full work available at URL: j.amc.2018.10.041
OpenAlex ID: W2899952770
cites work: Q4338975
cites work: Singular stochastic differential equations.
cites work: Higher-order implicit strong numerical schemes for stochastic differential equations
cites work: Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
cites work: Mean square convergence of one-step methods for neutral stochastic differential delay equations
cites work: Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
cites work: T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
cites work: Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations
cites work: Q4531870
cites work: Symplectic Geometric Algorithms for Hamiltonian Systems
cites work: Symplectic Integration of Hamiltonian Systems with Additive Noise
cites work: Numerical Methods for Stochastic Systems Preserving Symplectic Structure
cites work: Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
cites work: Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise
cites work: Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise
cites work: Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods
cites work: Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise
cites work: Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
cites work: Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems
cites work: Q3217380
cites work: Coefficients for the study of Runge-Kutta integration processes
cites work: Order conditions of stochastic Runge--Kutta methods by B-series
cites work: Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
cites work: Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
cites work: B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values
cites work: General order conditions for stochastic partitioned Runge-Kutta methods
cites work: A review on numerical schemes for solving a linear stochastic oscillator
cites work: Partitioned Runge-Kutta Methods for Separable Hamiltonian Problems
cites work: Q4277618
Wikidata QID: Q128969391
DOI: 10.1016/J.AMC.2018.10.041
description: scientific article; zbMATH DE number 7136483