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"Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian ..."

Kevin Burrage, Pamela M. Burrage (2012)

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DOI: 10.1016/J.CAM.2012.03.007

access: open

type: Journal Article

metadata version: 2021-02-16

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Kevin Burrage, Pamela M. Burrage:
Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise. J. Comput. Appl. Math. 236(16): 3920-3930 (2012)

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