Pages that link to "Item:Q4377355"

The following pages link to Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations (Q4377355):

Displaying 50 items.

• Asymptotic properties of Monte Carlo estimators of diffusion processes (Q278039) (← links)
• Adaptive time-stepping using control theory for the chemical Langevin equation (Q327749) (← links)
• On the pathwise approximation of stochastic differential equations (Q329029) (← links)
• Higher-order time integration of Coulomb collisions in a plasma using Langevin equations (Q401573) (← links)
• A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
• Efficient variable step size approximations for strong solutions of stochastic differential equations with additive noise and time singularity (Q462415) (← links)
• On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
• A fast algorithm for the first-passage times of Gauss-Markov processes with Hölder continuous boundaries (Q643719) (← links)
• Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
• Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
• Multilevel Monte Carlo simulation of Coulomb collisions (Q728652) (← links)
• Complexity and effective dimension of discrete Lévy areas (Q883328) (← links)
• Adaptive stochastic numerical scheme in parallel random walk models for transport problems in shallow water (Q970012) (← links)
• Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients (Q1016225) (← links)
• Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• A note on strong approximation of SDEs with smooth coefficients that have at most linearly growing derivatives (Q1664478) (← links)
• On the implementation of multilevel Monte Carlo simulation of the stochastic volatility and interest rate model using multi-GPU clusters (Q1713864) (← links)
• A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods (Q1762500) (← links)
• Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
• Stability of random attractors under perturbation and approximation (Q1867241) (← links)
• Step size control for the uniform approximation of systems of stochastic differential equations with additive noise. (Q1884833) (← links)
• Adaptive step size numerical integration for stochastic differential equations with discontinuous drift and diffusion (Q2028043) (← links)
• Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224) (← links)
• Efficient simulation of general stochastic hybrid systems (Q2085142) (← links)
• A finite-volume method for fluctuating dynamical density functional theory (Q2128314) (← links)
• On obtaining sparse semantic solutions for inverse problems, control, and neural network training (Q2132578) (← links)
• An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
• Forests, cumulants, martingales (Q2139104) (← links)
• Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift (Q2192733) (← links)
• A spatially structured metapopulation model with patch dynamics (Q2195096) (← links)
• Numerical methods for conservation laws with rough flux (Q2303986) (← links)
• Adaptive concepts for stochastic partial differential equations (Q2316227) (← links)
• Adaptive time-stepping for the strong numerical solution of stochastic differential equations (Q2340361) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• Application of stochastic phenomenological modelling to cell-to-cell and beat-to-beat electrophysiological variability in cardiac tissue (Q2351362) (← links)
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
• A new adaptive Runge-Kutta method for stochastic differential equations (Q2370676) (← links)
• On non-polynomial lower error bounds for adaptive strong approximation of SDEs (Q2402415) (← links)
• A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
• Variable-stepsize Runge-Kutta methods for stochastic Schrödinger equations (Q2478751) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting (Q2675347) (← links)
• Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (Q2709393) (← links)
• Global Solutions to Rough Differential Equations with Unbounded Vector Fields (Q2908743) (← links)