Pages that link to "Item:Q4785933"

The following pages link to Weak Second Order Conditions for Stochastic Runge--Kutta Methods (Q4785933):

Displaying 36 items.

• Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
• Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea (Q723870) (← links)
• Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations (Q846607) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• New Itô--Taylor expansions (Q1408408) (← links)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs (Q1615873) (← links)
• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• A step size control algorithm for the weak approximation of stochastic differential equations (Q2454747) (← links)
• Second order Runge-Kutta methods for Stratonovich stochastic differential equations (Q2458222) (← links)
• Continuous weak approximation for stochastic differential equations (Q2479386) (← links)
• Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations (Q2483553) (← links)
• Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations (Q3375542) (← links)
• Stochastic Runge–Kutta Schemes for Discretization of Hysteretic Models (Q4644987) (← links)
• A stochastic perturbation theory for non-autonomous systems (Q5412787) (← links)
• Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
• Automated translation and accelerated solving of differential equations on multiple GPU platforms (Q6185164) (← links)