Pages that link to "Item:Q5961735"

The following pages link to High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735):

Displaying 50 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• A piezoelectric energy harvester based on internal resonance (Q318493) (← links)
• Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
• Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← 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)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
• B-series analysis of iterated Taylor methods (Q639959) (← links)
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
• Mesoscopic simulation of Ostwald ripening (Q853199) (← links)
• A note on the balanced method (Q855290) (← links)
• Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
• Runge-Kutta methods for affinely controlled nonlinear systems (Q885947) (← links)
• Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
• Fast indirect robust generalized method of moments (Q961820) (← links)
• Concentration effects in mesoscopic simulation of coarsening (Q974239) (← links)
• High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
• Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations (Q1007380) (← links)
• B-convergence: A survey (Q1121652) (← links)
• General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
• Step size control in the numerical solution of stochastic differential equations (Q1298673) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• Numerical simulation of stochastic ordinary differential equations in biomathematical modelling. (Q1427731) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• Modeling the lake eutrophication stochastic ecosystem and the research of its stability (Q1644663) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• The modified dual reciprocity boundary elements method and its application for solving stochastic partial differential equations (Q1654737) (← links)
• Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
• Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
• A Runge-Kutta type scheme for nonlinear stochastic partial differential equations with multiplicative trace class noise (Q1935387) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Discrete stochastic port-Hamiltonian systems (Q2071971) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Accurate particle time integration for solving Vlasov-Fokker-Planck equations with specified electromagnetic fields (Q2220580) (← links)
• A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics (Q2223867) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
• The discontinuous Galerkin method for stochastic differential equations driven by additive noises (Q2301435) (← links)