A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W4224986265 / rank | |||
Normal rank |
Revision as of 01:19, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model |
scientific article |
Statements
A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (English)
0 references
30 May 2022
0 references
stochastic differential equations
0 references
locally Lipschitz drift
0 references
hypoellipticity
0 references
ergodicity
0 references
FitzHugh-Nagumo model
0 references
splitting methods
0 references
mean-square convergence
0 references