High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions

Jialin Hong, Liying Sun, Xu Wang. High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions. SIAM J. Numerical Analysis, 55(6):3006-3029, 2017. [doi]

Abstract

Abstract is missing.