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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
作者:  Chen, Chuchu;  Cohen, David;  D'Ambrosio, Raffaele;  Lang, Annika
收藏  |  浏览/下载:162/0  |  提交时间:2020/05/24
Stochastic differential equations  Stochastic Hamiltonian systems  Energy  Trace formula  Numerical schemes  Strong convergence  Weak convergence  Multilevel Monte Carlo  
Construction of sigma-orthogonal polynomials and gaussian quadrature formulas 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2007, 卷号: 27, 期号: 1, 页码: 79-94
作者:  Shi, Ying Guang;  Xu, Guoliang
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
sigma-orthogonal polynomials  existence  uniqueness  characterizations  continuity  Gaussian quadrature formulas  algorithm