Pages that link to "Item:Q415509"

The following pages link to Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509):

Displaying 13 items.

• An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
• Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
• Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
• On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces (Q1726848) (← links)
• Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
• Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
• Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
• Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
• Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
• Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
• A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (Q5043369) (← links)
• Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations (Q5208737) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)