The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations

DOI10.1007/s12190-020-01443-3OpenAlexW3092334005WikidataQ115377186 ScholiaQ115377186MaRDI QIDQ2053233

Qiang Ma, Xuan Xin, Xiao-Hua Ding

Publication date: 29 November 2021

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12190-020-01443-3

zbMATH Keywords

stochastic differential equationswaveform relaxation methodstochastic Runge-Kutta methodlimit method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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