Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
From MaRDI portal
Publication:747917
DOI10.1016/j.cam.2015.02.036zbMath1329.65014MaRDI QIDQ747917
Andreas Rößler, Amir Haghighi, Mohammed Hosseini Ali Abadi
Publication date: 19 October 2015
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.2015.02.036
65C30: Numerical solutions to stochastic differential and integral equations
Uses Software