Pages that link to "Item:Q486711"

The following pages link to A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711):

Displaying 18 items.

• Exponential integrators for stochastic Maxwell's equations driven by Itô noise (Q777551) (← links)
• On the numerical integration of the undamped harmonic oscillator driven by independent additive Gaussian white noises (Q1728329) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
• Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes (Q2284760) (← links)
• Efficient computation of phi-functions in exponential integrators (Q2306400) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Entropy-preserving and entropy-stable relaxation IMEX and multirate time-stepping methods (Q2674170) (← links)
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
• Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
• A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
• Stability of numerical method for semi-linear stochastic pantograph differential equations (Q5964584) (← links)
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
• Resolvents of the Ito differential equations multiplicative with respect to the state vector (Q6185392) (← links)