A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems |
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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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