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Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2017, 卷号: 325, 页码: 134-148
Authors:  Zhou, Weien;  Zhang, Jingjing;  Hong, Jialin;  Song, Songhe
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Stochastic differential equations  Stochastic Runge-Kutta methods  Symplectic integrators  Mean-square convergence  
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
Authors:  Zhou, Weien;  Zhang, Liying;  Hong, Jialin;  Song, Songhe
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Stochastic differential equations  Conserved quantities  Projection methods  Mean-square convergence  
Multi-symplectic wavelet collocation method for the nonlinear Schrodinger equation and the Camassa-Holm equation 期刊论文
COMPUTER PHYSICS COMMUNICATIONS, 2011, 卷号: 182, 期号: 3, 页码: 616-627
Authors:  Zhu, Huajun;  Song, Songhe;  Tang, Yifa
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Multi-symplectic  Wavelet collocation method  Nonlinear Schrodinger equation  Camassa-Holm equation  
Symplectic wavelet collocation method for Hamiltonian wave equations 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2010, 卷号: 229, 期号: 7, 页码: 2550-2572
Authors:  Zhu, Huajun;  Tang, Lingyan;  Song, Songhe;  Tang, Yifa;  Wang, Desheng
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Wavelet collocation  Symplectic scheme  Hamiltonian system