Numerical integration of stochastic differential equations.
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Cites work
- A Method of Second-Order Accuracy Integration of Stochastic Differential Equations
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- scientific article; zbMATH DE number 3303655 (Why is no real title available?)
- Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
- Numerical Integration of Stochastic Differential Equations
- Numerical Integration of Stochastic Differential Equations-II
- Numerical Treatment of Stochastic Differential Equations
- The numerical solution of stochastic differential equations
Cited in
(53)- Numerical simulation for certain stochastic ordinary differential equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Accurate Monte Carlo tests of the stochastic Ginzburg-Landau model with multiplicative colored noise
- Brownian dynamics simulation of a bead-spring chain model with configuration-dependent anisotropic mobility
- Looking at Fokker-Planck dynamics with a noisy instrument
- Single effective neuron: Dendritic coupling effects and stochastic resonance
- Remarks on the numerical solution of Langevin equations on unitary group spaces
- A numerical method for investigating the statistical dynamics of stochastic systems
- Numerical integration methods for stochastic wave function equations
- Stability properties of \(|\Psi|^2\) in Bohmian dynamics
- Algorithms for integration of stochastic differential equations using parallel optimized sampling in the Stratonovich calculus
- Wong-Zakai approximations for stochastic differential equations
- An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations
- Numerical integration of stochastic partial differential equations
- Generation of Gaussian distributed random numbers by using a numerical inversion method
- Statistical mechanics of double sinh-Gordon kinks
- Numerical study of the thermodynamic uncertainty relation for the KPZ-equation
- Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
- Simple model of cell crawling
- Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations
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- Numerical procedures for sample structures on stochastic differential equations
- Ito's theorem and stochastic simulation
- Stochastic Integration with Jumps
- Numerical Integration of Multiplicative-Noise Stochastic Differential Equations
- Effects of time step in stochastic central difference method
- Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
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- Exponential Timestepping with Boundary Test for Stochastic Differential Equations
- Exact Thermodynamics of the Double sinh-Gordon Theory in<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mn>1</mml:mn><mml:mo>+</mml:mo><mml:mn>1</mml:mn></mml:math>Dimensions
- Numerical methods for stochastic simulation: when stochastic integration meets geometric numerical integration
- Rounding Error in Numerical Solution of Stochastic Differential Equations
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- A biologically motivated signal transmission approach based on stochastic delay differential equation
- Effects of additive noise on the stability of glacial cycles
- Kazantsev model in non-helical 2.5-dimensional flows
- Numerical Stochastic Integration for Quasi-Symplectic Flows
- On the generalized convolution with a weight function for the Fourier sine and cosine transforms
- Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise
- Reaction rate theory: What it was, where is it today, and where is it going?
- INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER
- Efficient numerical solution of stochastic differential equations using exponential timestepping
- Stochastic PDEs: Convergence to the continuum?
- Numerical solutions for non-Markovian stochastic equations of motion
- On the application of non-Gaussian noise in stochastic Langevin simulations
- Dynamics of soft interacting particles on a comb
- Numerically induced stochasticity
- Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations
- A survey of numerical methods for stochastic differential equations
- Statistical mechanics of kinks for quasi-exactly-solvable potentials
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