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The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations - MaRDI portal

The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (Q1038059)

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scientific article; zbMATH DE number 5634531
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The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
scientific article; zbMATH DE number 5634531

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    The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations (English)
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    17 November 2009
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    stiff stochastic differential equation
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    fully implicit numerical method
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    multiplicative noise
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    chemical Langevin equations
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    numerical examples
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    stability region
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