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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Drift-preserving numerical integrators for stochastic Hamiltonian systems
期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2020, 卷号: 46, 期号: 2, 页码: 22
Authors:
Chen, Chuchu
;
Cohen, David
;
D'Ambrosio, Raffaele
;
Lang, Annika
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Submit date：2020/05/24
Stochastic differential equations
Stochastic Hamiltonian systems
Energy
Trace formula
Numerical schemes
Strong convergence
Weak convergence
Multilevel Monte Carlo
