✦ LIBER ✦

Symplectic Integration of Hamiltonian Systems with Additive Noise

✍ Scribed by Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V.

Book ID: 118191136
Publisher: Society for Industrial and Applied Mathematics
Year: 2002
Tongue: English
Weight: 351 KB
Volume: 39
Category: Article
ISSN: 0036-1429
DOI: 10.1137/s0036142901387440

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Symplectic integration of nonlinear Hami

Symplectic integration of nonlinear Hamiltonian systems

✍ Govindan Rangarajan 📂 Article 📅 1997 🏛 Springer-Verlag 🌐 English ⚖ 672 KB

Hamiltonian systems and symplectic integ

Hamiltonian systems and symplectic integrators

✍ Peter Görtz; Rudolf Scherer 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 297 KB

Numerical integration of Hamiltonian sys

Numerical integration of Hamiltonian systems with external noise

✍ M.V. Tret'yakov; S.V. Tret'jakov 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 229 KB

Symplectic Numerical Integrators in Cons

Symplectic Numerical Integrators in Constrained Hamiltonian Systems

✍ Benedict J. Leimkuhler; Robert D. Skeel 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 351 KB

Recent work reported in the literature suggests that for the long-time integration of Hamiltonian dynamical systems one should use methods that preserve the symplectic (or canonical) structure of the flow. Here we investigate the symplecticness of numerical integrators for constrained dynamics, such

Low rank Runge–Kutta methods, symplectic

Low rank Runge–Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

✍ Kevin Burrage; Pamela M. Burrage 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 294 KB

Processing Symplectic Methods for Near-I

Processing Symplectic Methods for Near-Integrable Hamiltonian Systems

✍ S. Blanes; F. Casas; J. Ros 📂 Article 📅 2000 🏛 Springer Netherlands 🌐 English ⚖ 130 KB