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"Stochastic symplectic partitioned Runge-Kutta methods for stochastic ..."

Qiang Ma, Xiaohua Ding (2015)

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DOI: 10.1016/J.AMC.2014.12.045

access: closed

type: Journal Article

metadata version: 2020-02-21

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Qiang Ma, Xiaohua Ding:
Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise. Appl. Math. Comput. 252: 520-534 (2015)

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