Pages that link to "Item:Q632730"
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The following pages link to A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730):
Displayed 15 items.
- Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398) (← links)
- Mean-square stability analysis of numerical schemes for stochastic differential systems (Q408200) (← links)
- A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems (Q421807) (← links)
- Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
- Split-step Milstein methods for multi-channel stiff stochastic differential systems (Q482399) (← links)
- A family of fully implicit Milstein methods for stiff stochastic differential equations with multiplicative noise (Q1759581) (← links)
- Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
- A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations (Q2453180) (← links)
- Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
- Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865) (← links)
- Five-stage Milstein methods for SDEs (Q4903573) (← links)
- Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628) (← links)