Pages that link to "Item:Q3078558"
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The following pages link to Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations (Q3078558):
Displayed 49 items.
- Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
- Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
- Non-normal drift structures and linear stability analysis of numerical methods for systems of stochastic differential equations (Q356150) (← links)
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
- Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks (Q369736) (← links)
- Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- Stability of equilibria of randomly perturbed maps (Q523998) (← links)
- A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
- Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
- Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
- Stability and error analysis of an implicit Milstein finite difference scheme for a two-dimensional Zakai SPDE (Q2009114) (← links)
- Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
- MS-stability of nonnormal stochastic differential systems (Q2184023) (← links)
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method (Q2204416) (← links)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- Analysis of asymptotic mean-square stability of a class of Runge-Kutta schemes for linear systems of stochastic differential equations (Q2229893) (← links)
- Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
- Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917) (← links)
- Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
- Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
- High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
- A Micro-Macro Acceleration Method for the Monte Carlo Simulation of Stochastic Differential Equations (Q4594904) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- Explicit Stabilized Multirate Method for Stiff Stochastic Differential Equations (Q5088788) (← links)
- Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’ (Q5169607) (← links)
- Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628) (← links)
- A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift (Q6109888) (← links)
