Pages that link to "Item:Q2909289"
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The following pages link to High weak order methods for stochastic differential equations based on modified equations (Q2909289):
Displaying 26 items.
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods (Q465120) (← links)
- Improving dynamical properties of metropolized discretizations of overdamped Langevin dynamics (Q530090) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
- Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091) (← links)
- High order numerical integrators for single integrand Stratonovich SDEs (Q2202432) (← links)
- Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
- Error estimates on ergodic properties of discretized Feynman-Kac semigroups (Q2326369) (← links)
- Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
- Numerical solution of stochastic quantum master equations using stochastic interacting wave functions (Q2424500) (← 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)
- Order conditions for sampling the invariant measure of ergodic stochastic differential equations on manifolds (Q2671292) (← links)
- Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations (Q3176253) (← links)
- Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration (Q4555226) (← links)
- High Order Conformal Symplectic and Ergodic Schemes for the Stochastic Langevin Equation via Generating Functions (Q4596727) (← links)
- Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers (Q4627437) (← links)
- Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
- A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (Q5043369) (← links)
- Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (Q5147756) (← links)
- Exotic aromatic B-series for the study of long time integrators for a class of ergodic SDEs (Q5235096) (← links)
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858) (← links)
- Splitting integrators for stochastic Lie–Poisson systems (Q6045328) (← links)
- A Monte Carlo method for 3D radiative transfer equations with multifractional singular kernels (Q6107124) (← links)
- Weak approximation schemes for SDEs with super-linearly growing coefficients (Q6546887) (← links)
