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机译:用Runge-Kutta方法保存随机微分方程的二次不变量
State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, PR China;
State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, PR China;
College of Mathematics, Jilin University, PR China;
Stochastic differential equations; Invariant; Runge-Kutta methods; Symplecticity; Strong convergence; Weak convergence;
机译:具有刚度ITO随机微分方程的弱二阶弱稳定随机跳动-Kutta方法
机译:It随机微分方程的有效弱二阶随机Runge-Kutta方法
机译:具有标量噪声的Stratonovich随机微分方程的高强阶随机Runge-Kutta方法
机译:四阶段随机跑步-Kutta方法(SRK4)和特定随机跑步-Kutta方法(SRKS1.5)对随机微分方程的稳定性分析
机译:随机微分方程近似解的Runge-Kutta和递归分布数值方法
机译:随机微分方程的路径积分方法
机译:随机微分方程数值解的二次不变Ronge-Kutta方法