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SYMPLECTIC RUNGE-KUTTA METHODS OF HIGH ORDER BASED ON W-TRANSFORMATION 期刊论文
JOURNAL OF APPLIED ANALYSIS AND COMPUTATION, 2017, 卷号: 7, 期号: 3, 页码: 1185-1199
作者:  Xia, Kaifeng;  Cong, Yuhao;  Sun, Geng
收藏  |  浏览/下载:114/0  |  提交时间:2018/07/30
Runge-Kutta method  symplectic and algebraically stable method  W-transformation  
Construction of Symplectic Runge-Kutta Methods for Stochastic Hamiltonian Systems 期刊论文
COMMUNICATIONS IN COMPUTATIONAL PHYSICS, 2017, 卷号: 21, 期号: 1, 页码: 237-270
作者:  Wang, Peng;  Hong, Jialin;  Xu, Dongsheng
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Stochastic differential equation  Stochastic Hamiltonian system  symplectic integration  Runge-Kutta method  order condition