Pages that link to "Item:Q632730"

The following pages link to A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730):

Displaying 38 items.

• Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
• Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375) (← links)
• Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
• Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
• Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
• On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (Q1670357) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
• Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
• The impact of random noise on the dynamics of COVID-19 epidemic model (Q2162386) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations (Q2206168) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• On the numerical structure preservation of nonlinear damped stochastic oscillators (Q2225510) (← links)
• Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
• Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate (Q2306406) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
• A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations (Q2453180) (← links)
• Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Mean-square contractivity of stochastic \(\vartheta\)-methods (Q2656022) (← links)
• Stochastic stability of switching linear systems with application to an automotive powertrain model (Q2666493) (← links)
• THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
• Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865) (← links)
• Five-stage Milstein methods for SDEs (Q4903573) (← links)
• Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
• Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628) (← links)
• Mean-square convergence rates of implicit Milstein type methods for SDEs with non-Lipschitz coefficients (Q6174717) (← links)
• Weighted stochastic Riccati equations for generalization of linear optimal control (Q6659181) (← links)