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Projection methods for stochastic differential equations with conserved quantities 期刊论文
BIT NUMERICAL MATHEMATICS, 2016, 卷号: 56, 期号: 4, 页码: 1497-1518
作者:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
收藏  |  浏览/下载：114/0  |  提交时间：2018/07/30
Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence  
Preservation of physical properties of stochastic Maxwell equations with additive noise via stochastic multi-symplectic methods 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2016, 卷号: 306, 页码: 500-519
作者:  Chen, Chuchu;  Hong, Jialin;  Zhang, Liying
收藏  |  浏览/下载：116/0  |  提交时间：2018/07/30
Stochastic Maxwell equations  Stochastic Hamiltonian partial differential equations  Dissipative property of averaged energy  Conservation law of averaged divergence  Stochastic multi-symplectic method