Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615)
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scientific article; zbMATH DE number 6818300
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| English | Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations |
scientific article; zbMATH DE number 6818300 |
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Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (English)
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13 December 2017
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explicit method
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exponential integrator
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splitting method
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stiffness
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noncommutative noise
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Itô stochastic differential equation
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0.9378058
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0.9374513
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0.93477553
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0.9334638
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0.9218803
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0.9211385
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