CSpace

浏览/检索结果: 共1条,第1-1条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
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:150/0  |  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