A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise (Q5454234)
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scientific article; zbMATH DE number 5255533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise |
scientific article; zbMATH DE number 5255533 |
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A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise (English)
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28 March 2008
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stochastic differential equations
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mean-square convergence
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weak convergence
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multistep methods
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IMEX methods
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cahn
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Hilliard equation
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conservative phase field models
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Langevin equations
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