S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations (Q3617200)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations |
scientific article |
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S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations (English)
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27 March 2009
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stiff problems
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stochastic differential equations
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mean-square stability
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Chebyshev methods
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Runge-Kutta methods
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explicit methods
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