Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations (Q2855645)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations |
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Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations (English)
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28 October 2013
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explicit stochastic methods
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stabilized methods
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second-order orthogonal Runge-Kutta-Chebyshev methods
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systems of stiff stochastic differential equations
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weak second-order convergence
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asymptotic stability
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mean-square stability
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numerical experiments
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