Abstract: In this paper, we study the numerical simulation of stochastic differential equations (SDEs) on the special orthogonal Lie group . We propose a geometry-preserving numerical scheme based on ...
Abstract: Stochastic differential equations (SDEs) evolving in Stiefel manifold have numerous applications in Science and Engineering. While numerical schemes for ordinary differential equations (ODEs ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback