Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11075-018-0517-z.pdf
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4. Blanes, S., Iserles, A.: Explicit adaptive symplectic integrators for solving Hamiltonian systems. Celest. Mech. Dyn. Astron. 114(3), 297–317 (2012)
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1. An explicit Euler scheme for generalized n-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises;Journal of Computational and Applied Mathematics;2025-01
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