Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819)
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scientific article; zbMATH DE number 7766132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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