S-ROCK
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Cited in
(50)- S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
- Partitioned Runge–Kutta–Chebyshev Methods for Diffusion-Advection-Reaction Problems
- Multilevel hybrid split-step implicit tau-leap
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise
- SERK2v2: A new second-order stabilized explicit Runge-Kutta method for stiff problems
- Stabilized Milstein type methods for stiff stochastic systems
- Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations
- Extrapolated stabilized explicit Runge-Kutta methods
- Split-step double balanced approximation methods for stiff stochastic differential equations
- S-ROCK methods for stochastic delay differential equations with one fixed delay
- A stable numerical scheme for stochastic differential equations with multiplicative noise
- Explicit Runge-Kutta methods for stiff problems with a gap in their eigenvalue spectrum
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach
- New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations
- Numerical methods for stochastic partial differential equations with multiple scales
- Stabilized methods for stiff stochastic systems
- Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
- Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
- Efficiency of a micro-macro acceleration method for scale-separated stochastic differential equations
- M3RK
- Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- RKC
- ESERK5: a fifth-order extrapolated stabilized explicit Runge-Kutta method
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
- PIROCK
- SERK2
- SERK2v3
- Optimal explicit stabilized integrator of weak order 1 for stiff and ergodic stochastic differential equations
- An improved Milstein method for stiff stochastic differential equations
- Stochastic modelling of PTEN regulation in brain tumors: a model for glioblastoma multiforme
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
- Nonintrusive and structure preserving multiscale integration of stiff ODEs, SDEs, and Hamiltonian systems with hidden slow dynamics via flow averaging
- Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise
- Stabilized explicit Runge-Kutta methods for multi-asset American options
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations
- Explicit stabilised gradient descent for faster strongly convex optimisation
- Split-step Milstein methods for multi-channel stiff stochastic differential systems
- High weak order methods for stochastic differential equations based on modified equations
- PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise
- A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations
- IMPEX
- Explicit Stabilized Integrators for Stiff Optimal Control Problems
- Stable strong order 1.0 schemes for solving stochastic ordinary differential equations
- Weak second-order explicit stabilized methods for stiff stochastic differential equations
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