A Practical Splitting Method for Stiff SDEs with Applications to Problems with Small Noise
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Publication:5454234
DOI10.1137/060667724zbMath1135.60043OpenAlexW1981827363MaRDI QIDQ5454234
Hector D. Ceniceros, George O. Mohler
Publication date: 28 March 2008
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/55ee3c7c724652b746b363115804d9c08d68378f
weak convergencestochastic differential equationsmultistep methodsLangevin equationsmean-square convergenceHilliard equationIMEX methodsconservative phase field modelscahn
Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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