Numerical Methods for Stochastic Simulation: When Stochastic Integration Meets Geometric Numerical Integration

DOI10.1007/978-3-319-62627-7_4zbMath1402.65011OpenAlexW2764010638MaRDI QIDQ4555226

Assyr Abdulle

Publication date: 19 November 2018

Published in: Stochastic Processes, Multiscale Modeling, and Numerical Methods for Computational Cellular Biology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-62627-7_4

zbMATH Keywords

stochastic differential equationsaccurate stochastic integratorsergodic stochastic systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

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