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Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths 期刊论文
APPLIED NUMERICAL MATHEMATICS, 2018, 卷号: 129, 页码: 120-136
Authors:  Hong, Jialin;  Huang, Chuying;  Wang, Xu
Favorite  |  View/Download:3/0  |  Submit date:2018/07/30
Rough path  Hamiltonian system  Symplectic Runge-Kutta method  Implicit method  Pathwlse convergence rate