Pages that link to "Item:Q747917"
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The following pages link to Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917):
Displaying 13 items.
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Implicit stochastic Runge-Kutta methods for stochastic differential equations (Q1826448) (← links)
- Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge-Kutta methods for a class of stochastic differential equations (Q2244013) (← links)
- Some drift exponentially fitted stochastic Runge-Kutta methods for solving Itô SDE systems (Q2330479) (← links)
- Asymptotic mean-square stability of weak second-order balanced stochastic Runge-Kutta methods for multi-dimensional Itô stochastic differential systems (Q2333245) (← links)
- Mean-square \(A\)-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations (Q2434943) (← links)
- The direct Richardson \(p\)th order (DRp) schemes: a new class of time integration schemes for stochastic differential equations (Q2882782) (← links)
- Study on split-step Rosenbrock type method for stiff stochastic differential systems (Q5030526) (← links)
- Split-step double balanced approximation methods for stiff stochastic differential equations (Q5031844) (← links)
- Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations (Q5884008) (← links)
- An explicit order 2 scheme for the strong approximation of Stratonovich stochastic differential equations with scalar noise (Q6085257) (← links)
- (Q6121376) (← links)
- An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations (Q6607406) (← links)
