A new TaSP-CM integrator achieves strong order-1 convergence for SDEs on SO(n) and SE(n) under both commutative and non-commutative noise.
Geometric integration for particle accele rators
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Geometric Milstein Scheme for Stochastic Differential Equations on SO(n) and SE(n)
A new TaSP-CM integrator achieves strong order-1 convergence for SDEs on SO(n) and SE(n) under both commutative and non-commutative noise.