A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations.

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Title: A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations.
Authors: Yang, Guoguo1,2, Burrage, Kevin3,4, Komori, Yoshio5, Ding, Xiaohua1, mathdxh@hit.edu.cn
Source: BIT: Numerical Mathematics; Dec2022, Vol. 62 Issue 4, p1591-1623, 33p
Database: Applied Science & Technology Source
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Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 160294483
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PubType: Academic Journal
PubTypeId: academicJournal
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  Data: A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations.
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  Data: <searchLink fieldCode="AU" term="%22Yang%2C+Guoguo%22">Yang, Guoguo</searchLink><relatesTo>1,2</relatesTo><br /><searchLink fieldCode="AU" term="%22Burrage%2C+Kevin%22">Burrage, Kevin</searchLink><relatesTo>3,4</relatesTo><br /><searchLink fieldCode="AU" term="%22Komori%2C+Yoshio%22">Komori, Yoshio</searchLink><relatesTo>5</relatesTo><br /><searchLink fieldCode="AU" term="%22Ding%2C+Xiaohua%22">Ding, Xiaohua</searchLink><relatesTo>1</relatesTo>, <i>mathdxh@hit.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22BIT%3A+Numerical+Mathematics%22">BIT: Numerical Mathematics</searchLink>; Dec2022, Vol. 62 Issue 4, p1591-1623, 33p
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=160294483
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s10543-022-00924-0
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 33
        StartPage: 1591
    Titles:
      – TitleFull: A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations.
        Type: main
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            NameFull: Yang, Guoguo
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            NameFull: Burrage, Kevin
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            NameFull: Komori, Yoshio
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            NameFull: Ding, Xiaohua
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            – D: 01
              M: 12
              Text: Dec2022
              Type: published
              Y: 2022
          Identifiers:
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              Value: 00063835
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              Value: 62
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              Value: 4
          Titles:
            – TitleFull: BIT: Numerical Mathematics
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