Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise.

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Bibliographic Details
Title:	Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise.
Authors:	Burrage, Pamela¹ pamela.burrage@qut.edu.au, Burrage, Kevin
Source:	Numerical Algorithms. Mar2014, Vol. 65 Issue 3, p519-532. 14p.
Database:	Mathematics Source

Description
ISSN:	10171398
DOI:	10.1007/s11075-013-9796-6