Two-stage stochastic Runge-Kutta methods for stochastic differential equations (Q1864781): Difference between revisions
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Latest revision as of 05:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-stage stochastic Runge-Kutta methods for stochastic differential equations |
scientific article |
Statements
Two-stage stochastic Runge-Kutta methods for stochastic differential equations (English)
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19 March 2003
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numerical results
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diagonally implicit stochastic Runge-Kutta methods
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Stratonovich stochastic differential equations
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large MS-stability region
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semi-implicit method
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composite methods
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convergence
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stability
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