Pages that link to "Item:Q1795526"
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The following pages link to An improved Milstein method for stiff stochastic differential equations (Q1795526):
Displaying 15 items.
- An error corrected Euler-Maruyama method for stiff stochastic differential equations (Q299692) (← links)
- The composite Milstein methods for the numerical solution of Itô stochastic differential equations (Q629486) (← links)
- The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
- Numerical methods for simulation of stochastic differential equations (Q1711244) (← links)
- A simplified Milstein scheme for SPDEs with multiplicative noise (Q1722168) (← links)
- On explicit Milstein-type scheme for McKean-Vlasov stochastic differential equations with super-linear drift coefficient (Q2243913) (← links)
- Deterministic implicit two-step Milstein methods for stochastic differential equations (Q2244530) (← links)
- A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients (Q2321068) (← links)
- Structure-preserving stochastic Runge-Kutta-Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise (Q2415164) (← links)
- Newton–Milstein scheme for stochastic differential equations and its fast uniform convergence (Q2814785) (← links)
- (Q3052503) (← links)
- Five-stage Milstein methods for SDEs (Q4903573) (← links)
- Explicit Integration of Stiff Stochastic Differential Equations via an Efficient Implementation of Stochastic Computational Singular Perturbation (Q5161425) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
- An exponential split-step double balanced \(\vartheta\) Milstein scheme for SODEs with locally Lipschitz continuous coefficients (Q6578280) (← links)
