In this paper,a simple class of stochastic partitioned Runge-Kutta(SPRK)methods is proposed for solving stochastic Hamiltonian systems with additive noise.
In this paper,we construct a new fractional weighted reproducing kernel space,which is the minimum space containing the exact solution.The closed form of th
We show that the governing equations of the classical two-fluid interaction and the incompressible fluid system are PT-symmetric,and the well-known Kelvin-H
This article focuses on the existence of a true solution near a numerical approximate solution of random differential equations which can generate random dy
The main issue for solving high-dimensional FBSDEs is to build an efficient spatial discretization,and deal with the related high-dimensional conditional ex
This work gives a review of numerical methods for solving the BSDEs,especially,finite difference methods.For numerical methods of finite difference,we shoul