Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise

Pamela M. Burrage, Kevin Burrage. Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise. Numerical Algorithms, 65(3):519-532, 2014. [doi]

Authors

Pamela M. Burrage

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Kevin Burrage

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