Pages that link to "Item:Q992139"

The following pages link to High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139):

Displaying 45 items.

• Simplified formulas for the mean and variance of linear stochastic differential equations (Q289367) (← links)
• Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
• Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
• B-series analysis of iterated Taylor methods (Q639959) (← links)
• High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• Multiple stochastic integrals with Mathematica (Q1005208) (← links)
• General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
• Numerical simulation of stochastic ordinary differential equations in biomathematical modelling. (Q1427731) (← links)
• On the stability properties of a stochastic model for phage-bacteria interaction in open marine environment (Q1602569) (← links)
• Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
• Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961) (← links)
• Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Effective numerical methods for simulating diffusion on a spherical surface in three dimensions (Q2098797) (← links)
• Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
• Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638) (← links)
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
• The Magnus expansion for stochastic differential equations (Q2303772) (← links)
• Numerical treatment of stochastic delay differential equations: a global error bound (Q2315842) (← links)
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
• Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations (Q2439877) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• Cancer self remission and tumor stability -- a stochastic approach (Q2565998) (← links)
• Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
• Persistence and extinction in stochastic delay logistic equation by incorporating Ornstein-Uhlenbeck process (Q2656677) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
• On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
• On expansions for nonlinear systems error estimates and convergence issues (Q2681064) (← links)
• Shell model for time-correlated random advection of passive scalars (Q2771971) (← links)
• Convergence of the exponential Lie series (Q2774673) (← links)
• Splitting Integrators for the Stochastic Landau--Lifshitz Equation (Q2815688) (← links)
• Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) (Q2817779) (← links)
• Cubature Methods and Applications (Q2847839) (← links)
• A Stage-Structured Stochastic Model of Sterile Male Under Immigration (Q3548437) (← links)
• Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods (Q5061728) (← links)
• Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations (Q5114946) (← links)
• Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
• Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)