Pages that link to "Item:Q2780557"
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The following pages link to A Lie algebraic approach to numerical integration of stochastic differential equations (Q2780557):
Displaying 20 items.
- Composition schemes for the stochastic differential equation describing collisional pitch-angle diffusion (Q339810) (← links)
- A class of orthogonal integrators for stochastic differential equations (Q557773) (← links)
- A stochastic version of the jansen and rit neural mass model: analysis and numerics (Q723672) (← links)
- Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method. (Q1873366) (← links)
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Qualitative properties of different numerical methods for the inhomogeneous geometric Brownian motion (Q2074883) (← links)
- Higher strong order methods for linear Itô SDEs on matrix Lie groups (Q2100530) (← links)
- A splitting method for SDEs with locally Lipschitz drift: illustration on the FitzHugh-Nagumo model (Q2143109) (← links)
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs (Q2302513) (← links)
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- Splitting integrators for the stochastic Landau-Lifshitz equation (Q2815688) (← links)
- Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\) (Q2817779) (← links)
- Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple (Q4562785) (← links)
- Convergence of an Operator Splitting Scheme for Abstract Stochastic Evolution Equations (Q5114946) (← links)
- Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis (Q5156802) (← links)
- Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations (Q6070652) (← links)
- Analysis of a splitting scheme for a class of nonlinear stochastic Schrödinger equations (Q6101777) (← links)
- Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes (Q6550975) (← links)
