High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
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Cites work
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 3524795 (Why is no real title available?)
- scientific article; zbMATH DE number 3999169 (Why is no real title available?)
- Continuous Markov processes and stochastic equations
- General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
- High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
- Nineteen Dubious Ways to Compute the Exponential of a Matrix
- Numerical Treatment of Stochastic Differential Equations
- Numerical integration of ordinary differential equations on manifolds
- On the exponential solution of differential equations for a linear operator
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- Cancer self remission and tumor stability -- a stochastic approach
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- Numerical treatment of stochastic delay differential equations: a global error bound
- Economical Runge-Kutta methods with strong global order one for stochastic differential equations
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- On mean-square stability properties of a new adaptive stochastic Runge-Kutta method
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- Application of Multiple Fourier-Legendre Series to Implementation of Strong Exponential Milstein and Wagner-Platen Methods for Non-Commutative Semilinear Stochastic Partial Differential Equations
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- Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles
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