Pages that link to "Item:Q2026355"

The following pages link to Runge-Kutta Lawson schemes for stochastic differential equations (Q2026355):

Displaying 10 items.

• Strong convergence of a GBM based tamed integrator for SDEs and an adaptive implementation (Q2050920) (← links)
• Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
• A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
• Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
• A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations (Q2665939) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
• Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
• Weak convergence of tamed exponential integrators for stochastic differential equations (Q6587344) (← links)
• B-series for SDEs with application to exponential integrators for non-autonomous semi-linear problems (Q6616293) (← links)