A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
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Publication:457701
DOI10.1016/J.CAM.2014.07.023zbMATH Open1334.65014OpenAlexW2083997152MaRDI QIDQ457701FDOQ457701
Sadegh Amiri, S. Mohammad Hosseini
Publication date: 29 September 2014
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2014.07.023
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Cited In (7)
- The direct Richardson \(p\)th order (DRp) schemes: a new class of time integration schemes for stochastic differential equations
- Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations
- Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations
- Study on split-step Rosenbrock type method for stiff stochastic differential systems
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