High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise

Title
High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise
Authors
Keywords
Stochastic Hamiltonian system, Stochastic partitioned Runge–Kutta method, Symplectic integrator
Journal
APPLIED MATHEMATICS AND COMPUTATION
Volume 346, Issue -, Pages 575-593
Publisher
Elsevier BV
Online
2018-11-07
DOI
10.1016/j.amc.2018.10.041

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