Pages that link to "Item:Q1765478"

The following pages link to Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478):

Displaying 21 items.

• PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise (Q401610) (← links)
• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
• Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478) (← links)
• Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
• Mean-square stability of second-order Runge-Kutta methods for multi-dimensional linear stochastic differential systems (Q935778) (← links)
• Economical Runge-Kutta methods for numerical solution of stochastic differential equations (Q960026) (← links)
• On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
• Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
• Mean square stability of second-order weak numerical methods for stochastic differential equations. (Q1427203) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
• Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
• A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
• Stability of the PL method and RS method for solving stochastic differential equations (Q3110542) (← links)
• Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
• High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise (Q3186110) (← links)
• A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations (Q4223639) (← links)
• Stochastic Runge–Kutta Schemes for Discretization of Hysteretic Models (Q4644987) (← links)
• Numerical Methods for Second‐Order Stochastic Differential Equations (Q5444252) (← links)
• Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)