A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
type: Item
instance of: scholarly article
title: A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
zbMATH Open document ID: 1334.65014
author: Sadegh Amiri
author: S. Mohammad Hosseini
published in: Journal of Computational and Applied Mathematics
publication date: 2014-09-29T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65L06
zbMATH DE Number: 6349148
zbMATH Keywords: stiff stochastic differential equations
zbMATH Keywords: mean-square stability
zbMATH Keywords: stochastic Runge-Kutta schemes
zbMATH Keywords: split-drift SRK
zbMATH Keywords: SDSRK
MaRDI profile type: Publication
full work available at URL: j.cam.2014.07.023
OpenAlex ID: W2083997152
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DOI: 10.1016/J.CAM.2014.07.023
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description: scientific article; zbMATH DE number 6349148