A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701): Difference between revisions

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Property / DOI: 10.1016/j.cam.2014.07.023 / rank
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Property / author: Q208161 / rank
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Property / author: Mohammed Hosseini Ali Abadi / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2014.07.023 / rank
 
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Latest revision as of 18:13, 9 December 2024

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A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
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    A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (English)
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    29 September 2014
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    stiff stochastic differential equations
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    mean-square stability
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    stochastic Runge-Kutta schemes
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    split-drift SRK
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    SDSRK
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