Simulating Stochastic Differential Equations with Conserved Quantities by Improved Explicit Stochastic Runge–Kutta Methods
Explicit numerical methods have a great advantage in computational cost, but they usually fail to preserve the conserved quantity of original stochastic differential equations (SDEs). In order to overcome this problem, two improved versions of explicit stochastic Runge–Kutta methods are given such t...
محفوظ في:
| المؤلفون الرئيسيون: | , , |
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| التنسيق: | Artigo |
| اللغة: | Inglês |
| منشور في: |
MDPI AG
2020-12-01
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| سلاسل: | Mathematics |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.mdpi.com/2227-7390/8/12/2195 |
| الوسوم: |
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