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20152024
most citedExponential Integrators for Stochastic Maxwell's Equations Driven by Itô Noise

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math.NA2015

Symplectic methods based on Pad approximation for some stochastic Hamiltonian systems

Liying Sun, Lijin Wang

In this article, we introduce a kind of numerical schemes, based on Pad approximation, for two stochastic Hamiltonian systems which are treated separately. For the linea…