Pages that link to "Item:Q870288"

The following pages link to Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288):

Displaying 14 items.

• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← 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)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral (Q6171371) (← links)