Optimal explicit stabilized integrator of weak order 1 for stiff and ergodic stochastic differential equations (Q3176253)
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scientific article; zbMATH DE number 6908468
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| English | Optimal explicit stabilized integrator of weak order 1 for stiff and ergodic stochastic differential equations |
scientific article; zbMATH DE number 6908468 |
Statements
Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (English)
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19 July 2018
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explicit stochastic methods
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stabilized methods
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postprocessor
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invariant measure
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ergodicity
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orthogonal Runge-Kutta Chebyshev
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SK-ROCK
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PSK-ROCK
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0.8625345230102539
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0.8196472525596619
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0.8056550025939941
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0.7952924370765686
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0.7941743731498718
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