A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804): Difference between revisions

@@ Property / DOI @@
-.1007/s40314-014-0140-0
@@ Property / DOI: 10.1007/s40314-014-0140-0 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s40314-014-0140-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2095260957
@@ Property / OpenAlex ID: W2095260957 / rank @@
+Normal rank
@@ Property / cites work @@
+S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
+Normal rank
@@ Property / cites work @@
+Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems
+Normal rank
@@ Property / cites work @@
+The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A note on the balanced method
@@ Property / cites work: A note on the balanced method / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5524958
@@ Property / cites work: Q5524958 / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
+Normal rank
@@ Property / cites work @@
+A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential equations -- implementation and stability issues
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
+Normal rank
@@ Property / cites work @@
+Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis
+Normal rank
@@ Property / cites work @@
+On the stability of some second order numerical methods for weak approximation of Itô SDEs
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3883249
@@ Property / cites work: Q3883249 / rank @@
+Normal rank
@@ Property / cites work @@
+\(A\)-stability of Runge-Kutta methods for systems with additive noise
+Normal rank
@@ Property / cites work @@
+Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise
+Normal rank
@@ Property / cites work @@
+\(A\)-stability and stochastic mean-square stability
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Discrete Gradient Approach to Stochastic Differential Equations with a Conserved Quantity
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
+Normal rank
@@ Property / cites work @@
+Strong first order \(S\)-ROCK methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise
+Normal rank
@@ Property / cites work @@
+Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise
+Normal rank
@@ Property / cites work @@
+Q3406162
@@ Property / cites work: Q3406162 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic stabilization and destabilization
@@ Property / cites work: Stochastic stabilization and destabilization / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Balanced Implicit Methods for Stiff Stochastic Systems
+Normal rank
@@ Property / cites work @@
+Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+A User’s View of Solving Stiff Ordinary Differential Equations
+Normal rank
@@ Property / cites work @@
+Implicit Taylor methods for stiff stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Three-stage stochastic Runge-Kutta methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Split-step backward balanced Milstein methods for stiff stochastic systems
+Normal rank
@@ Property / cites work @@
+A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Computational system identification for Bayesian NARMAX modelling
+Normal rank
@@ Property / cites work @@
+Analysis of multiscale methods for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations
+Normal rank
@@ Property / DOI @@
+.1007/S40314-014-0140-0
@@ Property / DOI: 10.1007/S40314-014-0140-0 / rank @@
+Normal rank