Some derivative-free solvers for numerical solution of SODEs (Q2516347)
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scientific article; zbMATH DE number 6468696
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| English | Some derivative-free solvers for numerical solution of SODEs |
scientific article; zbMATH DE number 6468696 |
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Some derivative-free solvers for numerical solution of SODEs (English)
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31 July 2015
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stochastic differential equations
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numerical solution
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derivative-free solvers
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stochastic Runge-Kutta methods
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heuristic derivation
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0.89088726
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0.88893354
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0.8827349
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0.8760281
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0.8759843
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0.87417483
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