Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917): Difference between revisions

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Latest revision as of 22:53, 10 July 2024

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Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
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    Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (English)
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    19 October 2015
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    Runge-Kutta methods
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    mean-square stability
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    drift-implicit stochastic methods
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    stiff SDEs
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