Pages that link to "Item:Q5305927"
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The following pages link to B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (Q5305927):
Displayed 34 items.
- High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
- A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise (Q438712) (← links)
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
- Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
- B-series analysis of iterated Taylor methods (Q639959) (← links)
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
- A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
- High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
- Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← 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)
- Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
- High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
- Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
- Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
- The Magnus expansion for stochastic differential equations (Q2303772) (← links)
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
- Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
- Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)
- The aromatic bicomplex for the description of divergence-free aromatic forms and volume-preserving integrators (Q6135383) (← links)
