Pages that link to "Item:Q2706380"

The following pages link to Order conditions of stochastic Runge--Kutta methods by B-series (Q2706380):

Displaying 50 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• Generating functions for stochastic symplectic methods (Q379801) (← links)
• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
• Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
• Cheap arbitrary high order methods for single integrand SDEs (Q512852) (← links)
• Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
• A variable step-size control algorithm for the weak approximation of stochastic differential equations (Q607519) (← links)
• Economical Runge-Kutta methods with strong global order one for stochastic differential equations (Q617630) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations (Q633989) (← links)
• B-series analysis of iterated Taylor methods (Q639959) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge-Kutta family (Q870288) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Weak first- or second-order implicit Runge-Kutta methods for stochastic differential equations with a scalar Wiener process (Q929918) (← links)
• Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
• Three-stage stochastic Runge-Kutta methods for stochastic differential equations (Q955051) (← links)
• Taylor expansions of solutions of stochastic partial differential equations with additive noise (Q964777) (← links)
• The order of B-convergence of the Gaussian Runge-Kutta method (Q1058823) (← links)
• General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506) (← links)
• \(S\)-series in the Wong-Zakai approximation for stochastic differential equation (Q1375997) (← links)
• A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations (Q1378460) (← links)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
• Stochastic multi-symplectic Runge-Kutta methods for stochastic Hamiltonian PDEs (Q1615873) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• A parallel time integrator for noisy nonlinear oscillatory systems (Q1640871) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• Minimal truncation error constants for Runge-Kutta method for stochastic optimal control problems (Q1678129) (← links)
• A discrete optimality system for an optimal harvesting problem (Q1789632) (← links)
• Stochastically stable one-step approximations of solutions of stochastic ordinary differential equations (Q1861961) (← links)
• A fast convergence parallel DIRKN method and its applications to PDEs (Q1893696) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Runge-Kutta methods for third order weak approximation of SDEs with multidimensional additive noise (Q1960213) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations (Q2053233) (← links)
• Discrete stochastic port-Hamiltonian systems (Q2071971) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
• Second-order balanced stochastic Runge-Kutta methods with multi-dimensional studies (Q2175837) (← links)
• A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← links)
• Strong-order conditions of Runge-Kutta method for stochastic optimal control problems (Q2192638) (← links)
• High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
• Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods (Q2213488) (← links)
• Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)