scientific article
From MaRDI portal
Publication:3406162
zbMath1199.65010MaRDI QIDQ3406162
Assyr Abdulle, Tie-Jun Li, E. Weinan
Publication date: 12 February 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical examplesstiff stochastic differential equationsmultiscalemultiple time scalesimplicit methodsinvariant distribution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Noise-induced transition in the Zeldovich–Semenov model with local and global bifurcations, Contrast-independent partially explicit time discretizations for multiscale flow problems, Explicit Methods for Stiff Stochastic Differential Equations, On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes, High Order Integrator for Sampling the Invariant Distribution of a Class of Parabolic Stochastic PDEs with Additive Space-Time Noise, Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration, Contrast-independent partially explicit time discretizations for multiscale wave problems, Stabilized multilevel Monte Carlo method for stiff stochastic differential equations, An integration factor method for stochastic and stiff reaction-diffusion systems, Partially explicit time discretization for nonlinear time fractional diffusion equations, \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations, Uniform strong and weak error estimates for numerical schemes applied to multiscale SDEs in a Smoluchowski-Kramers diffusion approximation regime, Optimal explicit stabilized postprocessed \(\tau\)-leap method for the simulation of chemical kinetics, Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition, Numerical methods for stochastic partial differential equations with multiple scales, Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime, Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients, Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise, Convergence and stability of a micro-macro acceleration method: linear slow-fast stochastic differential equations with additive noise, Spectral Methods for Multiscale Stochastic Differential Equations, Efficiency of a Micro-Macro Acceleration Method for Scale-Separated Stochastic Differential Equations, Estimation of Parameter Sensitivities for Stochastic Reaction Networks Using Tau-Leap Simulations, A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise, The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations, Modeling fast diffusion processes in time integration of stiff stochastic differential equations
