Uniformly accurate schemes for drift-oscillatory stochastic differential equations
type: Item
instance of: scholarly article
title: Uniformly accurate schemes for drift-oscillatory stochastic differential equations
zbMATH Open document ID: 1505.65008
author: Ibrahim Almuslimani
author: Philippe Chartier
author: Mohammed Lemou
author: Florian Méhats
published in: Applied Numerical Mathematics
publication date: 2022-08-23T00:00:00Z
full work available at URL: https://arxiv.org/abs/2108.06987
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7574213
zbMATH Keywords: highly-oscillatory
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: micro-macro decomposition
zbMATH Keywords: uniform accuracy
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W4281258816
arXiv ID: 2108.06987
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Wikidata QID: Q115360245
DOI: 10.1016/J.APNUM.2022.07.001
description: scientific article