Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
type: Item
instance of: scholarly article
title: Diagonally drift-implicit Runge-Kutta methods of strong order one for stiff stochastic differential systems
zbMATH Open document ID: 1329.65014
author: Amir Haghighi
author: Andreas Rößler
author: S. Mohammad Hosseini
published in: Journal of Computational and Applied Mathematics
publication date: 2015-10-19T00:00:00Z
Mathematics Subject Classification ID: 65C30
zbMATH DE Number: 6496050
zbMATH Keywords: Runge-Kutta methods
zbMATH Keywords: mean-square stability
zbMATH Keywords: drift-implicit stochastic methods
zbMATH Keywords: stiff SDEs
describes a project that uses: S-ROCK
describes a project that uses: RODAS
MaRDI profile type: Publication
full work available at URL: j.cam.2015.02.036
OpenAlex ID: W1992178860
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DOI: 10.1016/J.CAM.2015.02.036
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description: scientific article; zbMATH DE number 6496050