Explicit Methods for Stiff Stochastic Differential Equations (Q2897255): Difference between revisions
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scientific article
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English | Explicit Methods for Stiff Stochastic Differential Equations |
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Explicit Methods for Stiff Stochastic Differential Equations (English)
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10 July 2012
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method of lines
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numerical examples
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explicit methods
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stiff stochastic differential equations
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Chebyshev methods
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Euler-Maruyama method
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stability
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