Pages that link to "Item:Q2370676"

The following pages link to A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676):

Displaying 11 items.

• An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
• On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• The role of coefficients of a general SPDE on the stability and convergence of a finite difference method (Q972748) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• Spectral collocation method for stochastic Burgers equation driven by additive noise (Q1761626) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← links)
• (Q4627601) (← links)