Pages that link to "Item:Q2855645"

The following pages link to Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations (Q2855645):

Displaying 16 items.

• Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
• PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise (Q401610) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• Uniformly accurate schemes for drift-oscillatory stochastic differential equations (Q2165880) (← links)
• New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
• S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
• Mixed-precision explicit stabilized Runge-Kutta methods for single- and multi-scale differential equations (Q2672790) (← links)
• A fully adaptive explicit stabilized integrator for advection-diffusion-reaction problems (Q2684447) (← links)
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
• Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
• Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
• Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics (Q6094756) (← links)
• Conservative stabilized Runge-Kutta methods for the Vlasov-Fokker-Planck equation (Q6105095) (← links)