Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations |
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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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