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. |
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| 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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