Pages that link to "Item:Q1421207"

The following pages link to An adaptive timestepping algorithm for stochastic differential equations. (Q1421207):

Displaying 19 items.

• Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• SDELab: A package for solving stochastic differential equations in MATLAB (Q885951) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion (Q2028043) (← links)
• Efficient simulation of general stochastic hybrid systems (Q2085142) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
• Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations (Q2478751) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
• Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
• Adaptive time-stepping Monte Carlo integration of Coulomb collisions (Q6155750) (← links)