Word series for the analysis of splitting SDE integrators

来源 :Workshop in Stochastic Dynamics(2015随机动力研讨会) | 被引量 : 0次 | 上传用户：rabbitwangli

【摘要】

：

　　Word series are formal series that,among other things,provide a convenient means to derive order conditions for deterministic splitting integrators.This tal

【作者】

：

Alfonso Alamo Jesús María Sanz-Serna

【机构】

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CatedraticodeExcelencia,UniversidadCarlosⅢdeMadrid

【出处】

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Workshop in Stochastic Dynamics(2015随机动力研讨会)

【发表日期】

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2015年8期

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论文部分内容阅读

　　Word series are formal series that,among other things,provide a convenient means to derive order conditions for deterministic splitting integrators.This talk will report work in progress on the extension of the use of word series to splitting integrators for stochastic differential equations,in particular to integrators of the Langevin equations.

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Word series for the analysis of splitting SDE integrators

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