Pages that link to "Item:Q1577729"

The following pages link to \(A\)-stability and stochastic mean-square stability (Q1577729):

Displaying 50 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)
• PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise (Q401610) (← 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)
• A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems (Q486711) (← links)
• Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods (Q632730) (← links)
• Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059) (← links)
• On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations (Q1670357) (← links)
• Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions (Q1689310) (← links)
• Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
• Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
• Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) (Q1779415) (← links)
• An improved Milstein method for stiff stochastic differential equations (Q1795526) (← links)
• On the MS-stability of predictor-corrector schemes for stochastic differential equations (Q1998273) (← links)
• Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
• A two-parameter Milstein method for stochastic Volterra integral equations (Q2059626) (← links)
• Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation (Q2078137) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• MS-stability of nonnormal stochastic differential systems (Q2184023) (← links)
• Nonstandard theta Milstein method for solving stochastic multi-strain tuberculosis model (Q2184211) (← links)
• Improved \(\vartheta\)-methods for stochastic Volterra integral equations (Q2212047) (← links)
• Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
• Sub-stabilizability and super-stabilizability for bivariate means (Q2258779) (← links)
• New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations (Q2274162) (← links)
• Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
• Two-step Milstein schemes for stochastic differential equations (Q2356076) (← links)
• Two-step strong order 1.5 schemes for stochastic differential equations (Q2407917) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
• Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261) (← links)
• Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations (Q2511208) (← links)
• Some derivative-free solvers for numerical solution of SODEs (Q2516347) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Mean-square stability and robust stabilization of multiple-mode Itô stochastic systems (Q2705703) (← links)
• Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
• The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
• THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
• Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method (Q3296473) (← links)
• (Q3470395) (← links)
• Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise (Q3630054) (← links)
• (Q4431645) (← links)
• Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
• Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)