dc.contributor.author | Anmarkrud, Sverre | |
dc.contributor.author | Kværnø, Anne | |
dc.date.accessioned | 2018-01-08T08:26:25Z | |
dc.date.available | 2018-01-08T08:26:25Z | |
dc.date.created | 2016-10-12T16:22:31Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Journal of Computational and Applied Mathematics. 2017, 316 40-46. | nb_NO |
dc.identifier.issn | 0377-0427 | |
dc.identifier.uri | http://hdl.handle.net/11250/2476107 | |
dc.description.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. | nb_NO |
dc.language.iso | eng | nb_NO |
dc.publisher | Elsevier | nb_NO |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no | * |
dc.title | Order conditions for stochastic Runge–Kutta methods preserving quadratic invariants of Stratonovich SDEs | nb_NO |
dc.type | Journal article | nb_NO |
dc.type | Peer reviewed | nb_NO |
dc.description.version | acceptedVersion | nb_NO |
dc.source.pagenumber | 40-46 | nb_NO |
dc.source.volume | 316 | nb_NO |
dc.source.journal | Journal of Computational and Applied Mathematics | nb_NO |
dc.identifier.doi | 10.1016/j.cam.2016.08.042 | |
dc.identifier.cristin | 1391307 | |
dc.description.localcode | © 2016. This is the authors’ accepted and refereed manuscript to the article. Locked until 6.9.2018 due to copyright restrictions. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/ | nb_NO |
cristin.unitcode | 194,63,15,0 | |
cristin.unitname | Institutt for matematiske fag | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 1 | |