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Volumn 17, Issue 1, 2000, Pages 119-128

Energy Conservative Stochastic Difference Scheme for Stochastic Hamilton Dynamical Systems

Author keywords

Energy conservative scheme; Stochastic difference scheme; Stochastic Hamilton dynamical systems

Indexed keywords


EID: 0009565821     PISSN: 09167005     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF03167340     Document Type: Article
Times cited : (29)

References (14)
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  • 5
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    • Conservative numerical methods for ẍ = f(x)
    • D. Greenspan, Conservative numerical methods for ẍ = f(x). J. Comp. Phys., 56 (1984), 28-41.
    • (1984) J. Comp. Phys. , vol.56 , pp. 28-41
    • Greenspan, D.1
  • 7
    • 0009565820 scopus 로고
    • Explicit energy conservative difference schemes for nonlinear dynamical systems with at most quartic potentials
    • Y. Ishimori, Explicit energy conservative difference schemes for nonlinear dynamical systems with at most quartic potentials. Phys. Lett. A, 191 (1994), 373-378.
    • (1994) Phys. Lett. A , vol.191 , pp. 373-378
    • Ishimori, Y.1
  • 9
    • 21144477514 scopus 로고
    • Stochastic model of an integrable nonlinear system
    • Y. Itoh, Stochastic model of an integrable nonlinear system. J. Phys. Soc. Japan, 62 (1993), 1826-1828.
    • (1993) J. Phys. Soc. Japan , vol.62 , pp. 1826-1828
    • Itoh, Y.1
  • 12
    • 0040031441 scopus 로고
    • Conserved quantities and symmetry for stochastic dynamicsl systems
    • T. Misawa, Conserved quantities and symmetry for stochastic dynamicsl systems. Phys. Lett. A, 195 (1994), 185-189.
    • (1994) Phys. Lett. A , vol.195 , pp. 185-189
    • Misawa, T.1
  • 13
    • 0009576144 scopus 로고
    • Simulation of stochastic differential equations
    • Y. Saito and T. Mitsui, Simulation of stochastic differential equations. Ann. Inst. Statist. Math., 45 (1993), 419-432.
    • (1993) Ann. Inst. Statist. Math. , vol.45 , pp. 419-432
    • Saito, Y.1    Mitsui, T.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.