Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations
ContributorsLaurent, Adrien; Vilmart, Gilles
Published inSIAM Journal on Scientific Computing, vol. 42, no. 1, p. A115-A139
Publication date2020
Abstract
Keywords
- Highly-oscillatory stochastic differential equations
- Nonlinear Schrödinger equation
- White noise dispersion
- Geometric integration
- Quadratic first integral
Affiliation entities
Research groups
Citation (ISO format)
LAURENT, Adrien, VILMART, Gilles. Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations. In: SIAM Journal on Scientific Computing, 2020, vol. 42, n° 1, p. A115–A139. doi: 10.1137/19M1243075
Main files (1)
Article (Accepted version)
Identifiers
- PID : unige:133525
- DOI : 10.1137/19M1243075
Additional URL for this publicationhttps://epubs.siam.org/doi/10.1137/19M1243075
Journal ISSN1064-8275
