The following pages link to (Q3406162):
Displaying 25 items.
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
- An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
- Numerical methods for stochastic partial differential equations with multiple scales (Q419602) (← links)
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
- Modeling fast diffusion processes in time integration of stiff stochastic differential equations (Q2084923) (← links)
- Contrast-independent partially explicit time discretizations for multiscale flow problems (Q2133013) (← links)
- Contrast-independent partially explicit time discretizations for multiscale wave problems (Q2157086) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise (Q2223803) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- Partially explicit time discretization for nonlinear time fractional diffusion equations (Q2672893) (← links)
- Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
- High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
- Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
- Spectral Methods for Multiscale Stochastic Differential Equations (Q4636405) (← links)
- Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations (Q4641593) (← links)
- Noise-induced transition in the Zeldovich–Semenov model with local and global bifurcations (Q5032053) (← links)
- On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes (Q5064412) (← links)
- Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations (Q5150067) (← links)
- Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime (Q6075446) (← links)
- Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics (Q6094756) (← links)
- Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime (Q6192520) (← links)
