The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations |
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The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (English)
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17 November 2009
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stiff stochastic differential equation
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fully implicit numerical method
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multiplicative noise
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chemical Langevin equations
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numerical examples
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stability region
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