Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5776469 | Journal of Computational and Applied Mathematics | 2017 | 7 Pages |
Abstract
In this paper we prove that for a stochastic Runge-Kutta method, the conditions for preserving quadratic invariants work as simplifying assumptions. For such methods, the method coefficients only have to satisfy one condition for each unrooted tree. This is a generalization of the result obtained for deterministic Runge-Kutta methods by Sanz-Serna and Abia in 1991.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Sverre Anmarkrud, Anne Kværnø,