Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615)
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scientific article; zbMATH DE number 6818300
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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