Stochastic multi-symplectic Runge–Kutta methods for stochastic Hamiltonian PDEs
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DOI: 10.1016/j.apnum.2018.09.011
Abstract: In this paper, we consider stochastic Runge-Kutta methods for stochastic Hamiltonian partial differential equations and present some sufficient conditions for multisymplecticity of stochastic Runge-Kutta methods of stochastic Hamiltonian partial differential equations. Particularly, we apply these… read more here.
Keywords: runge kutta; methods stochastic; kutta methods; multi symplectic ... See more keywords