Pages that link to "Item:Q2458222"

The following pages link to Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222):

Displaying 20 items.

• Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
• Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
• Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989) (← links)
• Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers (Q730885) (← links)
• Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
• Method of lines for stochastic boundary-value problems with additive noise (Q924418) (← links)
• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
• Enhancing the Order of the Milstein Scheme for Stochastic Partial Differential Equations with Commutative Noise (Q4581904) (← links)
• A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
• A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case (Q6062439) (← links)