"Structure-preserving Runge-Kutta methods for stochastic Hamiltonian ..."

Pamela M. Burrage, Kevin Burrage (2014)

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DOI: 10.1007/S11075-013-9796-6

access: closed

type: Journal Article

metadata version: 2020-04-25

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Pamela M. Burrage, Kevin Burrage:
Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise. Numer. Algorithms 65(3): 519-532 (2014)

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