一类随机哈密尔顿系统的数值稳定性

来源 :第十六届全国微分方程数值方法暨第十三届全国仿真算法学术会议 | 被引量 : 0次 | 上传用户:laoka
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  对于一类随机哈密尔顿系统,我们考虑其数值方法的线性稳定性。我们给出了两类试验方程。对于一类辛Runge-Kutta 格式我们给出并证明了其A-稳定的充分条件。
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