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math.NA2013
Stability Analysis and Classification of Runge-Kutta Methods for Index 1 Stochastic Differential-Algebraic Equations with Scalar Noise
Dominique Küpper, Anne Kværnø, Andreas Rößler
The problem of solving stochastic differential-algebraic equations (SDAEs) of index one with a scalar driving Brownian motion is considered. Recently, the authors proposed a class…
math.NA2013★ 4 cited
Higher order splitting methods with modified integrators for a class of Hamiltonian systems
Asif Mushtaq, Anne Kværnø, Kåre Olaussen
We discuss systematic extensions of the standard (St{ö}rmer-Verlet) splitting method for differential equations of Hamiltonian mechanics, with relative accuracy of order for…