Weak Second Order Conditions for Stochastic Runge--Kutta Methods
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(47)- Families of efficient second order Runge-Kutta methods for the weak approximation of Itô stochastic differential equations
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis
- New Itô--Taylor expansions
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise.
- Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
- Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise
- Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles
- Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations
- A step size control algorithm for the weak approximation of stochastic differential equations
- Second order Runge-Kutta methods for Stratonovich stochastic differential equations
- On Runge-Kutta-type methods for two-dimensional stochastic differential equations
- Continuous weak approximation for stochastic differential equations
- Classification of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
- Runge-Kutta methods for Itô stochastic differential equations with scalar noise
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method
- Economical Runge-Kutta methods with weak second order for stochastic differential equations
- Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
- Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations
- A weak trapezoidal method for a class of stochastic differential equations
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations
- A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations
- Stochastic Runge-Kutta schemes for discretization of hysteretic models
- A family of three-stage stochastic Runge-Kutta methods with order two and their stability
- Stochastic Runge-Kutta Rosenbrock type methods for SDE systems
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations
- A stochastic perturbation theory for non-autonomous systems
- A weak order one stochastic Runge-Kutta method
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations
- Second order weak Runge-Kutta type methods for Itô equations
- A variable step-size control algorithm for the weak approximation of stochastic differential equations
- Automated translation and accelerated solving of differential equations on multiple GPU platforms
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems
- Stability and convergence analysis of stochastic Runge-Kutta and balanced stochastic Runge-Kutta methods for solving stochastic differential equations
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea
- Weak second-order splitting schemes for Lagrangian Monte Carlo particle methods for the composition PDF/FDF transport equations
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations
- Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process
- Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
- Economical Runge-Kutta methods for numerical solution of stochastic differential equations
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