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January 1, 2002SIAM Journal on Numerical AnalysisOpen Access

Symplectic Integration of Hamiltonian Systems with Additive Noise

Grigori N. Milstein Yu. M. Repin M. V. Tretyakov

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Abstract

The work of IB and LR on the analysis of noise-induced phenomena was supported by Russian Science Foundation (21-11-00062). The work on the deterministic analysis has been financially supported by the Portuguese Foundation for Science and Technology (FCT) under Project No. UID/MAT/04459/2013 (JD) and by the Spanish State Research Agency (AEI) and the European Regional Development Fund (ERDF, EU) under Project No. PID2019-105554GB-I00 (JMS and MAFS).

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Cite This Study

Milstein et al. (2002) studied this question.

synapsesocial.com/papers/6a8247bb24df062650b4b187 https://doi.org/10.1137/s0036142901387440

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