Pages that link to "Item:Q5961735"
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The following pages link to High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735):
Displayed 37 items.
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Mesoscopic simulation of Ostwald ripening (Q853199) (← links)
- A note on the balanced method (Q855290) (← links)
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
- Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
- Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
- Fast indirect robust generalized method of moments (Q961820) (← links)
- Concentration effects in mesoscopic simulation of coarsening (Q974239) (← links)
- High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
- B-convergence: A survey (Q1121652) (← links)
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
- Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
- An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
- Numerical simulation of stochastic ordinary differential equations in biomathematical modelling. (Q1427731) (← links)
- Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
- A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
- An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914) (← links)
- Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
- Evaluating methods for approximating stochastic differential equations (Q2497769) (← links)
- Numerical solution of stochastic differential problems in the biosciences (Q2570094) (← links)
- Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (Q3158191) (← links)
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
- Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
- Higher order weak linearizations of stochastically driven nonlinear oscillators (Q5438857) (← links)
- The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
- Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
- Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
- Adaptive schemes for the numerical solution of SDEs -- a comparison (Q5957933) (← links)
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
