The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
type: Item
instance of: scholarly article
title: The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations
zbMATH Open document ID: 1177.65018
author: Sk. Safique Ahmad
author: Nigam Chandra Parida
author: Soumyendu Raha
published in: Journal of Computational Physics
publication date: 2009-11-17T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L20
zbMATH DE Number: 5634531
zbMATH Keywords: stiff stochastic differential equation
zbMATH Keywords: fully implicit numerical method
zbMATH Keywords: multiplicative noise
zbMATH Keywords: chemical Langevin equations
zbMATH Keywords: numerical examples
zbMATH Keywords: stability region
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: j.jcp.2009.08.002
OpenAlex ID: W2009354175
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DOI: 10.1016/J.JCP.2009.08.002
description: scientific article; zbMATH DE number 5634531