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

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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
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  Data: Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise.
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  Data: <searchLink fieldCode="JN" term="%22Numerical+Algorithms%22">Numerical Algorithms</searchLink>. Mar2014, Vol. 65 Issue 3, p519-532. 14p.
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        Value: 10.1007/s11075-013-9796-6
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        Text: English
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      – TitleFull: Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise.
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              Text: Mar2014
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