Pages that link to "Item:Q2026355"
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The following pages link to Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355):
Displayed 7 items.
- Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
- A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
- A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)