Pages that link to "Item:Q4389164"

The following pages link to Balanced Implicit Methods for Stiff Stochastic Systems (Q4389164):

Displaying 50 items.

• Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
• An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients (Q343658) (← links)
• An integration factor method for stochastic and stiff reaction-diffusion systems (Q350089) (← links)
• On the construction of boundary preserving numerical schemes (Q350284) (← links)
• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
• A random map implementation of implicit filters (Q423027) (← links)
• A boundary preserving numerical algorithm for the Wright-Fisher model with mutation (Q438725) (← links)
• A class of split-step balanced methods for stiff stochastic differential equations (Q451801) (← links)
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (Q453249) (← 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)
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• On the stability of some second order numerical methods for weak approximation of Itô SDEs (Q535255) (← links)
• Adaptive stepsize based on control theory for stochastic differential equations (Q596212) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model (Q634110) (← links)
• Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
• Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
• Split-step forward methods for stochastic differential equations (Q847245) (← links)
• Developing Itô stochastic differential equation models for neuronal signal transduction path\-ways (Q849530) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• A note on the balanced method (Q855290) (← links)
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• Finite element method and discontinuous Galerkin method for stochastic scattering problem of Helmholtz type in \(\mathbb R^{d} (d =2, 3)\) (Q930373) (← links)
• A numerical method for some stochastic differential equations with multiplicative noise (Q936869) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• Split-step backward balanced Milstein methods for stiff stochastic systems (Q1015909) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations (Q1378460) (← links)
• Approximating explicitly the mean-reverting CEV process (Q1657909) (← links)
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model (Q1716422) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• Implicit numerical solutions for solving stochastic differential equations with jumps (Q1722219) (← links)
• Construction of positivity preserving numerical method for stochastic age-dependent population equations (Q1737134) (← links)
• The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
• A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
• Stable strong order 1.0 schemes for solving stochastic ordinary differential equations (Q1759582) (← links)
• Chebyshev spectral collocation method for stochastic delay differential equations (Q1794979) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961) (← links)
• Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)