@Article{AAMM-14-528,
author = {Muniz , MichelleEhrhardt , MatthiasGünther , Michael and Winkler , Renate},
title = {Stochastic Runge-Kutta–Munthe-Kaas Methods in the Modelling of Perturbed Rigid Bodies},
journal = {Advances in Applied Mathematics and Mechanics},
year = {2022},
volume = {14},
number = {2},
pages = {528--538},
abstract = {<p style="text-align: justify; margin-bottom: 5px;">In this paper we present how nonlinear stochastic Itô&nbsp;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 differential equations on manifolds.&nbsp;</p><p style="text-align: justify; margin-bottom: 5px;">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.<br/></p>},
issn = {2075-1354},
doi = {https://doi.org/10.4208/aamm.OA-2021-0176},
url = {http://global-sci.org/intro/article_detail/aamm/20208.html}
}