Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: RODAS / rank | |||
Normal rank | |||
Revision as of 07:47, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations |
scientific article |
Statements
Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (English)
0 references
3 February 2014
0 references
drift-implicit stochastic methods
0 references
mean-square stability
0 references
stiff systems
0 references
Itô stochastic differential equations
0 references
