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"High Order Conformal Symplectic and Ergodic Schemes for the Stochastic ..."

Jialin Hong, Liying Sun, Xu Wang (2017)

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DOI: 10.1137/17M111691X

access: closed

type: Journal Article

metadata version: 2020-05-11

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  - journals/siamnum/HongSW17
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  - https://dblp.org/rec/journals/siamnum/HongSW17
Jialin Hong, Liying Sun, Xu Wang:
High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions. SIAM J. Numer. Anal. 55(6): 3006-3029 (2017)

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