Pages that link to "Item:Q3617200"

The following pages link to S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations (Q3617200):

Displaying 44 items.

• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
• Stabilized multilevel Monte Carlo method for stiff stochastic differential equations (Q347978) (← links)
• PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise (Q401610) (← links)
• Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
• Numerical methods for stochastic partial differential equations with multiple scales (Q419602) (← links)
• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
• Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
• Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
• Multilevel hybrid split-step implicit tau-leap (Q509646) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
• Explicit Runge-Kutta methods for stiff problems with a gap in their eigenvalue spectrum (Q1632214) (← links)
• Extrapolated stabilized explicit Runge-Kutta methods (Q1674658) (← links)
• Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise (Q2223803) (← links)
• New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
• Stochastic modelling of PTEN regulation in brain tumors: a model for glioblastoma multiforme (Q2351768) (← links)
• S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
• ESERK5: a fifth-order extrapolated stabilized explicit Runge-Kutta method (Q2423667) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
• Stabilized methods for stiff stochastic systems (Q2464278) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Explicit stabilised gradient descent for faster strongly convex optimisation (Q2660598) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
• Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
• Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
• Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method (Q3296473) (← links)
• New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576) (← links)
• Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
• Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers (Q4627437) (← links)
• SERK2v2: A new second‐order stabilized explicit Runge‐Kutta method for stiff problems (Q4903215) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
• Explicit Stabilized Multirate Method for Stiff Stochastic Differential Equations (Q5088788) (← links)
• Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations (Q5150067) (← links)
• Explicit Stabilized Integrators for Stiff Optimal Control Problems (Q5857633) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
• Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics (Q6094756) (← links)