Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations

In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving stochastic differential equations with a conserved quantity. The order conditions of the continuous-stage stochastic Runge–Kutta methods are given based on the theory of stochastic B-ser...

Бүрэн тодорхойлолт

Номзүйн дэлгэрэнгүй

Үндсэн зохиолчид:	Xiuyan Li, Zhenyu Wang, Qiang Ma, Xiaohua Ding
Формат:	Artigo
Хэл сонгох:	Inglês
Хэвлэсэн:	MDPI AG 2023-01-01
Цуврал:	Fractal and Fractional
Нөхцлүүд:	stochastic differential equations numerical analysis conserved quantity continuous-stage stochastic Runge–Kutta methods stochastic B-series
Онлайн хандалт:	https://www.mdpi.com/2504-3110/7/1/83
Шошгууд:	Шошго нэмэх Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!