Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335)
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scientific article; zbMATH DE number 1709062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations |
scientific article; zbMATH DE number 1709062 |
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Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (English)
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1 September 2002
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Runge-Kutta methods
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stability
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stiff accuracy
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Stratonovich stochastic differential equations
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splitting techniques
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numerical results
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