Pages that link to "Item:Q1203152"

The following pages link to Higher-order implicit strong numerical schemes for stochastic differential equations (Q1203152):

Displaying 50 items.

• Combinatorics for calculating expectation values of functions in systems with evolution governed by stochastic differential equations (Q5857496) (← links)
• Sorption–desorption, surface diffusion, and memory effects in a 3D system (Q5860316) (← links)
• Multiscale modelling and splitting approaches for fluids composed of Coulomb-interacting particles (Q5861084) (← links)
• (Q5862207) (← links)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
• Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
• Stability of weak numerical schemes for stochastic differential equations (Q5906613) (← links)
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5906987) (← links)
• Stability of weak numerical schemes for stochastic differential equations (Q5917688) (← links)
• A global random walk on grid algorithm for second order elliptic equations (Q5919129) (← links)
• The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
• Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
• The pdf approach to turbulent polydispersed two-phase flows (Q5943397) (← links)
• Linear-implicit strong schemes for Itô-Galerkin approximations of stochastic PDEs (Q5943716) (← links)
• Nonlinear Lebesgue and Itô integration problems of high complexity (Q5946395) (← links)
• Effects of distributed delays on the stability of structures under seismic excitation and multiplicative noise. (Q5955777) (← links)
• Stochastic PDEs: Convergence to the continuum? (Q5956304) (← links)
• Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
• Runge-Kutta methods for numerical solution of stochastic differential equations (Q5957938) (← links)
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations (Q5961735) (← links)
• Stochastic differential algebraic equations of index 1 and applications in circuit simulation. (Q5967100) (← links)
• Effect of noise on residence times of a heteroclinic cycle (Q6040418) (← links)
• FOCUS: a full-orbit CUDA solver for particle simulations in magnetized plasmas (Q6043318) (← links)
• Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems (Q6048913) (← links)
• Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220) (← links)
• Advanced Multilevel Monte Carlo Methods (Q6064128) (← links)
• A modified walk‐on‐sphere method for high dimensional fractional Poisson equation (Q6064512) (← links)
• Strong stochastic Runge-Kutta-Munthe-Kaas methods for nonlinear Itô SDEs on manifolds (Q6064947) (← links)
• Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
• Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations (Q6073155) (← links)
• Total variation bound for Milstein scheme without iterated integrals (Q6073726) (← links)
• The dynamics of working hours and wages under implicit contracts (Q6076774) (← links)
• Relatively exact controllability for higher-order fractional stochastic delay differential equations (Q6077077) (← links)
• Variance reduced particle solution of the Fokker-Planck equation with application to rarefied gas and plasma dynamics (Q6078482) (← links)
• An inverse random source problem for the time-space fractional diffusion equation driven by fractional Brownian motion (Q6080356) (← links)
• Optimal Vaccination Campaigns Using Stochastic SIR Model and Multiobjective Impulsive Control (Q6084593) (← links)
• Numerical approximation of a stochastic age‐structured population model in a polluted environment with Markovian switching (Q6088404) (← links)
• Stochastic radioactive decay (Q6095700) (← links)
• Lagrangian Modelling of Transport Phenomena Using Stochastic Differential Equations (Q6096225) (← links)
• Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
• Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model (Q6098976) (← links)
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme (Q6102948) (← links)
• Weakly convergent stochastic simulation of electron collisions in plasmas (Q6105084) (← links)
• A stochastic maximum principle approach for reinforcement learning with parameterized environment (Q6105091) (← links)
• Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
• Aligning active particles py package (Q6115291) (← links)
• The high-order approximation of SPDEs with multiplicative noise via amplitude equations (Q6118871) (← links)
• Efficient Bayesian estimation of the generalized Langevin equation from data (Q6119253) (← links)
• Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (Q6123032) (← links)