Pages that link to "Item:Q2492724"
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The following pages link to Modified equations for stochastic differential equations (Q2492724):
Displaying 12 items.
- Modified equations for weakly convergent stochastic symplectic schemes via their generating functions (Q329031) (← links)
- Weak backward error analysis for Langevin process (Q906954) (← links)
- Calculating effective diffusivities in the limit of vanishing molecular diffusion (Q1005492) (← links)
- Multilevel Monte Carlo and improved timestepping methods in atmospheric dispersion modelling (Q1700739) (← links)
- Optimal convergence rate of modified milstein scheme for SDEs with rough fractional diffusions (Q2101091) (← links)
- Backward error analysis for variational discretisations of PDEs (Q2171129) (← links)
- Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
- Weak backward error analysis for SDEs (Q2903058) (← links)
- Asymptotically-Preserving Large Deviations Principles by Stochastic Symplectic Methods for a Linear Stochastic Oscillator (Q5147756) (← links)
- Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858) (← links)
- Backward error analysis and the qualitative behaviour of stochastic optimization algorithms: application to stochastic coordinate descent (Q6616289) (← links)
- Some remarks on the effect of the random batch method on phase transition (Q6658917) (← links)
