Pages that link to "Item:Q1864781"
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The following pages link to Two-stage stochastic Runge-Kutta methods for stochastic differential equations (Q1864781):
Displayed 18 items.
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- Dynamic statistical responses of gear drive based on improved stochastic iteration method (Q2109588) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q2445217) (← links)
- The sorting direct method for stochastic simulation of biochemical systems with varying reaction execution behavior (Q2490517) (← links)
- Response Analysis of van der Pol Vibro-Impact System with Coulomb Friction Under Gaussian White Noise (Q4647438) (← links)
- (Q5038019) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
- Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)