Two-stage stochastic Runge-Kutta methods for stochastic differential equations
type: Item
instance of: scholarly article
title: Two-stage stochastic Runge-Kutta methods for stochastic differential equations
zbMATH Open document ID: 1016.65002
DOI: 10.1023/A:1021963316988
author: Tianhai Tian
author: Kevin Burrage
published in: BIT
publication date: 2003-03-19T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 65L06
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 1886394
zbMATH Keywords: numerical results
zbMATH Keywords: diagonally implicit stochastic Runge-Kutta methods
zbMATH Keywords: Stratonovich stochastic differential equations
zbMATH Keywords: large MS-stability region
zbMATH Keywords: semi-implicit method
zbMATH Keywords: composite methods
zbMATH Keywords: convergence
zbMATH Keywords: stability
MaRDI profile type: Publication
full work available at URL: a:1021963316988
OpenAlex ID: W1885303678
description: scientific article; zbMATH DE number 1886394