DOI10.1137/130942024zbMath1329.60233OpenAlexW2088012285MaRDI QIDQ3454834
Zhongqiang Zhang, Wan-Rong Cao, George Em. Karniadakis
Publication date: 27 November 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/7b1e734b337a7a9dd524b57202567b0532c48525
Stochastic semidiscretization method: second moment stability analysis of linear stochastic periodic dynamical systems with delays,
A modified Euler–Maruyama method for Riemann–Liouville stochastic fractional integro-differential equations,
On the long-term simulation of stochastic differential equations for predicting effective dispersion coefficients,
Numerical Simulations of Stochastic Differential Equations with Multiple Conserved Quantities by Conservative Methods,
Lie point symmetries of autonomous scalar first-order Itô stochastic delay ordinary differential equations,
Euler scheme for solving a class of stochastic differential variational inequalities with some applications,
On approximation of solutions of stochastic delay differential equations via randomized Euler scheme,
Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations,
On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions,
A fast Euler-Maruyama method for Riemann-Liouville stochastic fractional nonlinear differential equations,
An explicit approximation for super-linear stochastic functional differential equations,
An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises,
Numerical investigation of stochastic canonical Hamiltonian systems by high order stochastic partitioned Runge-Kutta methods,
Unnamed Item,
A discontinuous Galerkin method for systems of stochastic differential equations with applications to population biology, finance, and physics,
Unnamed Item,
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation,
Lie symmetry reductions and integrability of approximated small delay stochastic differential equations,
Mitigation of tipping point transitions by time-delay feedback control,
The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations,
Stochastic fractional integro-differential equations with weakly singular kernels: well-posedness and Euler-Maruyama approximation,
Unnamed Item
