Quasi-symplectic methods for Langevin-type equations
β Scribed by Milstein, G. N.
- Book ID
- 115486977
- Publisher
- Oxford University Press
- Year
- 2003
- Tongue
- English
- Weight
- 258 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0272-4979
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π SIMILAR VOLUMES
In this paper, we compare the behaviour of one symplectic and three multisymplectic methods for Maxwell's equations in a simple medium. This is a system of PDEs with symplectic and multisymplectic structures. We give a theoretical discussion of how some numerical methods preserve the discrete versio
We show how to compute in a covariant way the WKB-type expansion for the transition probability density of the Markovian processes generated by general multiplicative noise Langevin equations. The method uses phase space functional integrals and normal coordinates around the classical path. We compa