Article ID Journal Published Year Pages File Type
5776469 Journal of Computational and Applied Mathematics 2017 7 Pages PDF
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.
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Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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