Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947): Difference between revisions

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Property / DOI: 10.1016/j.apnum.2023.07.024 / rank
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Latest revision as of 18:06, 30 December 2024

scientific article; zbMATH DE number 7763890
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English
Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds
scientific article; zbMATH DE number 7763890

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    Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (English)
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    10 November 2023
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    stochastic Runge-Kutta method
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    Runge-Kutta-Munthe-Kaas scheme
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    Casimir functions
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