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 / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 65L06 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6349148 / rank | |||
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stiff stochastic differential equations | |||
| Property / zbMATH Keywords: stiff stochastic differential equations / rank | |||
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mean-square stability | |||
| Property / zbMATH Keywords: mean-square stability / rank | |||
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stochastic Runge-Kutta schemes | |||
| Property / zbMATH Keywords: stochastic Runge-Kutta schemes / rank | |||
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split-drift SRK | |||
| Property / zbMATH Keywords: split-drift SRK / rank | |||
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| Property / zbMATH Keywords | |||
SDSRK | |||
| Property / zbMATH Keywords: SDSRK / rank | |||
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Revision as of 12:04, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems |
scientific article |
Statements
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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