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5. Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric pro

Numerical simulations for stochastic differential equations on manifolds by stochastic symmetric pro

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：welletboy

【摘 要】

：

　　Stochastic standard projection technique,as an efficient approach to simulate stochastic differential equations on manifolds,is widely used in practical app

【作 者】

：

Zhenyu Wang Qiang Ma Zhen Yao Xiaohua Ding 

【机 构】

：

HarbinInstituteofTechnology,Weihai,Shandong264209

【出 处】

：

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

【发表日期】

：

2019年8期

【关键词】

：

Stochastic differential equations Magnus expansion Lie group Rooted trees Intrin 

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论文部分内容阅读

　　Stochastic standard projection technique,as an efficient approach to simulate stochastic differential equations on manifolds,is widely used in practical applications.

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