Explicit Methods for Stiff Stochastic Differential Equations (Q2897255): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On roots and error constants of optimal stability polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second order Chebyshev methods based on orthogonal polynomials / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fourth Order Chebyshev Methods with Recurrence Relation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3512087 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiscale methods for advection-diffusion problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stabilized methods for stiff stochastic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: S-ROCK methods for stiff Itô SDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Chebyshev Methods with Discrete Noise: the Tau-ROCK Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4839865 / rank
 
Normal rank
Property / cites work
 
Property / cites work: General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3425601 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of multiscale methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3845607 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4714145 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Square and Asymptotic Stability of the Stochastic Theta Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Internal Stability of Explicit,m-Stage Runge-Kutta Methods for Largem-Values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888418 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3406162 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of Explicit Tau-Leaping Schemes for Simulating Chemically Reacting Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous Markov processes and stochastic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations. An introduction with applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solution of stochastic differential equations with jumps in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Treatment of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability Analysis of Numerical Schemes for Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Galerkin Finite Element Methods for Parabolic Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical techniques for multi-scale dynamical systems with stochastic effects / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3747436 / rank
 
Normal rank

Latest revision as of 10:24, 5 July 2024

scientific article
Language Label Description Also known as
English
Explicit Methods for Stiff Stochastic Differential Equations
scientific article

    Statements

    Explicit Methods for Stiff Stochastic Differential Equations (English)
    0 references
    0 references
    10 July 2012
    0 references
    method of lines
    0 references
    numerical examples
    0 references
    explicit methods
    0 references
    stiff stochastic differential equations
    0 references
    Chebyshev methods
    0 references
    Euler-Maruyama method
    0 references
    stability
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references