Open AccessA NOVEL WAY CONSTRUCTING SYMPLECTIC STOCHASTIC PARTITIONED RUNGE-KUTTA METHODS FOR STOCHASTIC HAMILTONIAN SYSTEMS
Author(s) -
Xiuyan Li,
Qiang Ma,
Xiaohua Ding
Publication year - 2021
Publication title -
journal of applied analysis and computation
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.55
H-Index - 21
eISSN - 2158-5644
pISSN - 2156-907X
DOI - 10.11948/20200315
Subject(s) - runge–kutta methods , symplectic geometry , mathematics , hamiltonian system , stochastic differential equation , runge–kutta method , hamiltonian (control theory) , mathematical analysis , differential equation , ordinary differential equation , mathematical optimization , differential algebraic equation
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