Numerical stochastic integration for quasi-symplectic flows

SIAM Journal on Scientific Computing

Volumn 27, Issue 6, 2006, Pages 2121-2139

  Mannella, R ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

Numerical integration; Stochastic differential equations; Symplectic integration

Indexed keywords

ALGORITHMS; DIFFERENTIAL EQUATIONS; INTEGRATION; NUMERICAL METHODS;

EQUILIBRIUM DISTRIBUTION; NUMERICAL INTEGRATION; STOCHASTIC DIFFERENTIAL EQUATIONS; SYMPLECTIC INTEGRATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 33751221012     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/040620965     Document Type: Article

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