Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819)

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scientific article; zbMATH DE number 7766132
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Split S-ROCK methods for high-dimensional stochastic differential equations
scientific article; zbMATH DE number 7766132

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    Split S-ROCK methods for high-dimensional stochastic differential equations (English)
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    16 November 2023
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    explicit method
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    weak second order approximation
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    orthogonal Runge-Kutta-Chebyshev method
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    stiffness
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    noncommutative noise
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    Itô stochastic differential equation
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