Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
type: Item
instance of: scholarly article
title: Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
author: M. Malzoumati-Khiaban
author: Ali Foroush Bastani
author: Mohammad Reza Yaghouti
published in: Numerical Algorithms
publication date: 2019-03-18T00:00:00Z
Mathematics Subject Classification ID: 65-XX
zbMATH DE Number: 7037517
zbMATH Keywords: stochastic Hamiltonian systems
zbMATH Keywords: linear stochastic oscillator
zbMATH Keywords: additive white noise
zbMATH Keywords: variable step size
zbMATH Keywords: time regularization
zbMATH Keywords: symplecticity
MaRDI profile type: Publication
full work available at URL: s11075-018-0517-z
OpenAlex ID: W2800692824
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DOI: 10.1007/S11075-018-0517-Z
description: scientific article; zbMATH DE number 7037517