Pages that link to "Item:Q4597615"

The following pages link to Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615):

Displaying 21 items.

• A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (Q457701) (← links)
• Structure-preserving stochastic conformal exponential integrator for linearly damped stochastic differential equations (Q666603) (← links)
• Exponential integrators for stochastic Maxwell's equations driven by Itô noise (Q777551) (← links)
• Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355) (← links)
• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• Explicit order \( \frac{3}{2} \) Runge-Kutta method for numerical solutions of stochastic differential equations by using Itô-Taylor expansion (Q2189180) (← links)
• Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients (Q2301441) (← links)
• Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems (Q2330479) (← links)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
• Weak second-order explicit stabilized methods for stiff stochastic differential equations (Q2855645) (← links)
• (Q4784583) (← links)
• EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4796574) (← links)
• Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
• Modified Strang splitting for semilinear parabolic problems (Q5212257) (← links)
• Weak exponential schemes for stochastic differential equations with additive noise (Q5316912) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)