Explicit methods for stiff stochastic differential equations (Q2897255)
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scientific article; zbMATH DE number 6054013
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| English | Explicit methods for stiff stochastic differential equations |
scientific article; zbMATH DE number 6054013 |
Statements
Explicit Methods for Stiff Stochastic Differential Equations (English)
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10 July 2012
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method of lines
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numerical examples
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explicit methods
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stiff stochastic differential equations
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Chebyshev methods
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Euler-Maruyama method
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stability
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0.879278838634491
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0.8684284687042236
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0.8318501114845276
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0.8236029148101807
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0.8188716173171997
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