Pages that link to "Item:Q415509"
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The following pages link to Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations (Q415509):
Displaying 15 items.
- An exponential integrator scheme for time discretization of nonlinear stochastic wave equation (Q493286) (← links)
- Duality in refined Sobolev-Malliavin spaces and weak approximation of SPDE (Q507016) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces (Q1726848) (← links)
- Drift-preserving numerical integrators for stochastic Hamiltonian systems (Q1986532) (← links)
- Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
- Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants (Q2100531) (← links)
- Exponential discrete gradient schemes for a class of stochastic differential equations (Q2237917) (← links)
- Weak error estimates of the exponential Euler scheme for semi-linear SPDEs without Malliavin calculus (Q2515691) (← links)
- Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations (Q4597615) (← links)
- Drift-preserving numerical integrators for stochastic Poisson systems (Q5033354) (← links)
- A Uniformly Accurate Scheme for the Numerical Integration of Penalized Langevin Dynamics (Q5043369) (← links)
- Multirevolution Integrators for Differential Equations with Fast Stochastic Oscillations (Q5208737) (← links)
- Split S-ROCK methods for high-dimensional stochastic differential equations (Q6087819) (← links)
- An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises (Q6593329) (← links)
