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]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.