Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (Q747917)
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scientific article; zbMATH DE number 6496050
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems |
scientific article; zbMATH DE number 6496050 |
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Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems (English)
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19 October 2015
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Runge-Kutta methods
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mean-square stability
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drift-implicit stochastic methods
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stiff SDEs
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0.94953793
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0.93207824
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0.91712064
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0.91051537
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0.90999675
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0.90895766
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