High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise

Minggang Han, Qiang Ma 0004, Xiaohua Ding. High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise. Applied Mathematics and Computation, 346:575-593, 2019. [doi]

Abstract

Abstract is missing.