Pages that link to "Item:Q1960209"

The following pages link to High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209):

Displaying 12 items.

• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
• An explicit numerical scheme for the computer simulation of the stochastic transport equation (Q2137192) (← links)
• First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
• Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)