Two-stage stochastic Runge-Kutta methods for stochastic differential equations (Q1864781)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two-stage stochastic Runge-Kutta methods for stochastic differential equations |
scientific article |
Statements
Two-stage stochastic Runge-Kutta methods for stochastic differential equations (English)
0 references
19 March 2003
0 references
numerical results
0 references
diagonally implicit stochastic Runge-Kutta methods
0 references
Stratonovich stochastic differential equations
0 references
large MS-stability region
0 references
semi-implicit method
0 references
composite methods
0 references
convergence
0 references
stability
0 references