S-ROCK

swMATH11792MaRDI QIDQ23731FDOQ23731

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Cited In (44)

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

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