High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139): Difference between revisions

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+Kevin Burrage
@@ Property / author: Kevin Burrage / rank @@
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@@ Property / author @@
+Pamela M. Burrage
@@ Property / author: Pamela M. Burrage / rank @@
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+MaRDI publication profile
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+High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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@@ Property / cites work @@
+General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
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@@ Property / cites work @@
+High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
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@@ Property / cites work @@
+Q4725642
@@ Property / cites work: Q4725642 / rank @@
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@@ Property / cites work @@
+Numerical integration of ordinary differential equations on manifolds
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@@ Property / cites work @@
+Q3764976
@@ Property / cites work: Q3764976 / rank @@
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@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
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@@ Property / cites work @@
+On the exponential solution of differential equations for a linear operator
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@@ Property / cites work @@
+Continuous Markov processes and stochastic equations
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@@ Property / cites work @@
+Nineteen Dubious Ways to Compute the Exponential of a Matrix
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@@ Property / cites work @@
+Numerical Treatment of Stochastic Differential Equations
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@@ Property / cites work @@
+Q4102800
@@ Property / cites work: Q4102800 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0167-2789(99)00097-4
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+W1994384777
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