Pages that link to "Item:Q5444252"
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The following pages link to Numerical Methods for Second‐Order Stochastic Differential Equations (Q5444252):
Displaying 39 items.
- Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise (Q433932) (← links)
- Accurate stationary densities with partitioned numerical methods for stochastic partial differential equations (Q487672) (← links)
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces (Q512850) (← links)
- Long-term adaptive symplectic numerical integration of linear stochastic oscillators driven by additive white noise (Q670503) (← links)
- Data-driven probability concentration and sampling on manifold (Q726929) (← links)
- Numerical preservation of long-term dynamics by stochastic two-step methods (Q1670362) (← links)
- Filon quadrature for stochastic oscillators driven by time-varying forces (Q2048415) (← links)
- A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations (Q2100551) (← links)
- Strong 1.5 order scheme for second-order stochastic differential equations without Levy area (Q2106219) (← links)
- Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise (Q2113639) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
- Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints (Q2142219) (← links)
- On numerical methods to second-order singular initial value problems with additive white noise (Q2161072) (← links)
- A hybrid stochastic method with adaptive time step control for reaction-diffusion systems (Q2169522) (← links)
- On the numerical structure preservation of nonlinear damped stochastic oscillators (Q2225510) (← links)
- Two-step Runge-Kutta methods for stochastic differential equations (Q2242796) (← links)
- Long-term analysis of stochastic \(\theta\)-methods for damped stochastic oscillators (Q2301274) (← links)
- Stability issues for selected stochastic evolutionary problems: a review (Q2305960) (← links)
- Weak stochastic Runge-Kutta Munthe-Kaas methods for finite spin ensembles (Q2359649) (← links)
- Stochastic symplectic Runge-Kutta methods for the strong approximation of Hamiltonian systems with additive noise (Q2359994) (← links)
- Stochastic continuum modeling of random interphases from atomistic simulations. Application to a polymer nanocomposite (Q2417635) (← links)
- Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise (Q2454389) (← links)
- Integration of the stochastic underdamped harmonic oscillator by the \(\theta \)-method (Q2672362) (← links)
- The stochastic second-order perturbation technique in the finite difference method (Q2756077) (← links)
- Effective Fokker-Planck equation for birhythmic modified van der Pol oscillator (Q2944625) (← links)
- Approximate Solutions of Lagrange Multipliers for Information-Theoretic Random Field Models (Q2945169) (← links)
- Distribution of directional change as a signature of complex dynamics (Q2962173) (← links)
- The Stochastic$\alpha$ Method: A Numerical Method for Simulation of Noisy Second Order Dynamical Systems (Q3117363) (← links)
- Second-order discretization schemes of stochastic differential systems for the computation of the invariant law (Q3473913) (← links)
- (Q4618352) (← links)
- Strong Convergence of a Verlet Integrator for the Semilinear Stochastic Wave Equation (Q5001384) (← links)
- On Irreversible Metropolis Sampling Related to Langevin Dynamics (Q5095483) (← links)
- (Q5120541) (← links)
- Euler scheme for solving a class of stochastic differential variational inequalities with some applications (Q6059017) (← links)
- Memory induced re-entrant behaviour of a harmonically confined active particle in a magnetic field (Q6061051) (← links)
- Probabilistic learning and updating of a digital twin for composite material systems (Q6090721) (← links)
- Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise (Q6145579) (← links)
- Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures (Q6148395) (← links)