Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399)
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scientific article
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| English | Split-step Milstein methods for multi-channel stiff stochastic differential systems |
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Split-step Milstein methods for multi-channel stiff stochastic differential systems (English)
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30 December 2014
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stochastic differential equations
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split-step method
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Langevin equations
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stiff equations
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multi-channel noise
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mean-square stability
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Milstein method
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convergence
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numerical example
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0.8843936324119568
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0.8443597555160522
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0.8425092101097107
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0.8243266940116882
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