A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators-Reference-Cited by-同舟云学术

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A Technique for Studying Strong and Weak Local Errors of Splitting Stochastic Integrators

Published:2016-01 Issue:6 Volume:54 Page:3239-3257
ISSN:0036-1429
Container-title:SIAM Journal on Numerical Analysis
language:en
Short-container-title:SIAM J. Numer. Anal.

Author:

Alamo A.,Sanz-Serna J. M.

Funder

Ministerio de Economía y Comercio Spain

IMUVA

Universidad de Valladolid

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Numerical Analysis,Applied Mathematics,Computational Mathematics

Link

http://epubs.siam.org/doi/pdf/10.1137/16M1058765

Reference26 articles.

1. Symplectic Methods Based on Decompositions

2. New families of symplectic splitting methods for numerical integration in dynamical astronomy

3. Long-Run Accuracy of Variational Integrators in the Stochastic Context

4. Order Conditions of Stochastic Runge--Kutta Methods by B-Series

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1. Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes;The Annals of Statistics;2024-04-01

2. Splitting schemes for FitzHugh–Nagumo stochastic partial differential equations;Discrete and Continuous Dynamical Systems - B;2024

3. Splitting integrators for stochastic Lie–Poisson systems;Mathematics of Computation;2023-04-27

4. Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations;Applied Numerical Mathematics;2023-04

5. A splitting method for SDEs with locally Lipschitz drift: Illustration on the FitzHugh-Nagumo model;Applied Numerical Mathematics;2022-09

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