Modeling fast diffusion processes in time integration of stiff stochastic differential equations
type: Item
instance of: scholarly article
title: Modeling fast diffusion processes in time integration of stiff stochastic differential equations
author: Xiaoying Han
author: Habib N. Najm
published in: Communications on Applied Mathematics and Computation
publication date: 2022-10-13T00:00:00Z
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 7601435
zbMATH Keywords: stiff stochastic differential equation
zbMATH Keywords: fast diffusion
zbMATH Keywords: linear diffusion approximation
zbMATH Keywords: mean-square convergence
zbMATH Keywords: weak convergence
Wikidata QID: Q115370597
MaRDI profile type: Publication
full work available at URL: s42967-022-00188-z
OpenAlex ID: W4225409077
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DOI: 10.1007/S42967-022-00188-Z
description: scientific article; zbMATH DE number 7601435