Pages that link to "Item:Q5939881"

The following pages link to The composite Euler method for stiff stochastic differential equations (Q5939881):

Displaying 35 items.

• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
• \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (Q644164) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Split-step forward methods for stochastic differential equations (Q847245) (← links)
• T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise (Q969172) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
• Efficient simulation of thermally fluctuating biopolymers immersed in fluids on 1-micron, 1-second scales (Q2218586) (← links)
• A class of balanced stochastic Runge-Kutta methods for stiff SDE systems (Q2356068) (← links)
• Phase diffusion and noise temperature of a microwave amplifier based on single unshunted Josephson junction (Q2672873) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
• (Q5038019) (← links)
• (Q5155921) (← links)
• Split-step Adams–Moulton Milstein methods for systems of stiff stochastic differential equations (Q5248080) (← links)
• The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
• Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
• Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
• Balanced implicit methods with strong order 1.5 for solving stochastic differential equations (Q6157960) (← links)