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1篇 您的检索式:作者名="Renate Winkler"
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1Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies显示文摘In this paper we present how nonlinear stochastic Itˆo differential equations arising in the modelling of perturbed rigid bodies can be solved numerically in such a way that the solution evolves on the correct manifold.To this end,we formulate an approach based on Runge-Kutta–Munthe-Kaas(RKMK)schemes for ordinary differ-ential equations on manifolds.Moreover,we provide a proof of the mean-square convergence of this stochastic version of the RKMK schemes applied to the rigid body problem and illustrate the effectiveness of our proposed schemes by demonstrating the structure preservation of the stochastic RKMK schemes in contrast to the stochastic Runge-Kutta methods.Michelle Muniz Matthias Ehrhardt Michael Günther Renate Winkler 2022Advances in Applied Mathematics and Mechanics2022,14,2:0
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