Pages that link to "Item:Q369398"
From MaRDI portal
The following pages link to Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398):
Displaying 13 items.
- High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
- Efficient weak second-order stochastic Runge-Kutta methods for Itô stochastic differential equations (Q512857) (← links)
- Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
- High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
- Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
- The truncated Milstein method for stochastic differential equations with commutative noise (Q1743967) (← links)
- SRKCD: a stabilized Runge-Kutta method for stochastic optimization (Q2088772) (← links)
- Continuous stage stochastic Runge-Kutta methods (Q2138886) (← links)
- A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations (Q2184909) (← 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)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
