Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253): Difference between revisions

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Latest revision as of 00:12, 27 August 2024

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Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations
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    Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (English)
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    19 July 2018
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    explicit stochastic methods
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    stabilized methods
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    postprocessor
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    invariant measure
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    ergodicity
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    orthogonal Runge-Kutta Chebyshev
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    SK-ROCK
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    PSK-ROCK
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