Pages that link to "Item:Q1294506"

The following pages link to General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems (Q1294506):

Displaying 37 items.

• High strong order stochastic Runge-Kutta methods for Stratonovich stochastic differential equations with scalar noise (Q297549) (← links)
• An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
• A class of orthogonal integrators for stochastic differential equations (Q557773) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• The composite Milstein methods for the numerical solution of Stratonovich stochastic differential equations (Q732414) (← links)
• Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917) (← links)
• Weak order stochastic Runge-Kutta methods for commutative stochastic differential equations (Q875154) (← links)
• Improved linear multi-step methods for stochastic ordinary differential equations (Q885943) (← links)
• Low-storage Runge-Kutta methods for stochastic differential equations (Q947741) (← links)
• A new higher-order weak approximation scheme for stochastic differential equations and the Runge-Kutta method (Q964684) (← links)
• High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula (Q992139) (← links)
• A bound on the maximum strong order of stochastic Runge-Kutta methods for stochastic ordinary differential equations (Q1378460) (← links)
• An adaptive timestepping algorithm for stochastic differential equations. (Q1421207) (← links)
• Runge-Kutta methods for Stratonovich stochastic differential equation systems with commutative noise. (Q1426803) (← links)
• Stochastic discrete Hamiltonian variational integrators (Q1631196) (← links)
• Modeling the lake eutrophication stochastic ecosystem and the research of its stability (Q1644663) (← links)
• General order conditions for stochastic partitioned Runge-Kutta methods (Q1647653) (← links)
• Numerical solutions of stochastic differential equations -- implementation and stability issues (Q1841953) (← links)
• Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← links)
• Discrete stochastic port-Hamiltonian systems (Q2071971) (← links)
• Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
• Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory (Q2356881) (← links)
• Weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations (Q2370574) (← links)
• Order conditions for stochastic Runge-Kutta methods preserving quadratic invariants of Stratonovich SDEs (Q2406624) (← links)
• Runge-Kutta methods for Itô stochastic differential equations with scalar noise (Q2492722) (← links)
• Order conditions of stochastic Runge--Kutta methods by B-series (Q2706380) (← links)
• Explicit Methods for Stiff Stochastic Differential Equations (Q2897255) (← links)
• Coefficients of Runge-Kutta Schemes for Itô Stochastic Differential Equations (Q2955361) (← links)
• New S-ROCK methods for stochastic differential equations with commutative noise (Q3389576) (← links)
• Repulsively coupled Kuramoto-Sakaguchi phase oscillators ensemble subject to common noise (Q4631849) (← links)
• Issues in the Software Implementation of Stochastic Numerical Runge–Kutta (Q5005582) (← links)
• Stochastic Taylor Expansions: Weight Functions of B-Series Expressed as Multiple Integrals (Q5305281) (← links)
• The composite Euler method for stiff stochastic differential equations (Q5939881) (← links)
• Implicit Taylor methods for stiff stochastic differential equations (Q5939898) (← links)
• Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q5956335) (← links)
• Explicit pseudo-symplectic Runge-Kutta methods for stochastic Hamiltonian systems (Q6101737) (← links)
• Data-driven structure-preserving model reduction for stochastic Hamiltonian systems (Q6152181) (← links)