A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701)
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scientific article; zbMATH DE number 6349148
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| English | A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems |
scientific article; zbMATH DE number 6349148 |
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A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (English)
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29 September 2014
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stiff stochastic differential equations
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mean-square stability
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stochastic Runge-Kutta schemes
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split-drift SRK
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SDSRK
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0.93557465
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0.9324685
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0.93136644
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0.9278707
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0.9229805
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0.92236716
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