Pages that link to "Item:Q1377295"

The following pages link to Adams methods for the efficient solution of stochastic differential equations with additive noise (Q1377295):

Displayed 16 items.

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) ‎ (← links)
• Runge-Kutta methods for jump-diffusion differential equations (Q654140) ‎ (← links)
• Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) ‎ (← links)
• Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) ‎ (← links)
• Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits (Q1298671) ‎ (← links)
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) ‎ (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) ‎ (← links)
• Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) ‎ (← links)
• Generalized two-step Maruyama methods for stochastic differential equations (Q2333223) ‎ (← links)
• Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations (Q2502322) ‎ (← links)
• Numerical solution of random differential initial value problems: Multistep methods (Q3068390) ‎ (← links)
• The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) ‎ (← links)
• Polynomial chaos for the approximation of uncertainties: Chances and limits (Q3503195) ‎ (← links)
• Noise analysis in circuit simulation with stochastic differential equations (Q4228320) ‎ (← links)
• Generalized two-step Milstein methods for stochastic differential equations (Q5030611) ‎ (← links)
• The composite Euler method for stiff stochastic differential equations (Q5939881) ‎ (← links)