Add to ORKGIn this paper, we derive new two stage explicit SRK methods with weak order 1 for SDEs with one. With two test problems,the absolute error and the CPU time of our method present and compare with the Euler method
It is well known that the numerical solution of stiff stochastic differential equations (SDEs) leads...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equat...
Abstract. A general procedure to construct weak methods for the numerical solution of stochas-tic di...
Abstract. In the present paper,a new class of stochastic Runge-Kutta(SRK) methods for the weak appro...
In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochasti...
A new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativity condi...
A new explicit stochastic Runge-Kutta scheme of weak order 2 is proposed for non-commuting stochasti...
AbstractIn this paper we discuss three-stage stochastic Runge–Kutta (SRK) methods with strong order ...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...
The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophistic...
New implicit stochastic Runge-Kutta schemes of weak order 1 or 2 are proposed for stochastic differe...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativi...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic diff...
It is well known that the numerical solution of stiff stochastic differential equations (SDEs) leads...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equat...
Abstract. A general procedure to construct weak methods for the numerical solution of stochas-tic di...
Abstract. In the present paper,a new class of stochastic Runge-Kutta(SRK) methods for the weak appro...
In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochasti...
A new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativity condi...
A new explicit stochastic Runge-Kutta scheme of weak order 2 is proposed for non-commuting stochasti...
AbstractIn this paper we discuss three-stage stochastic Runge–Kutta (SRK) methods with strong order ...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...
The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophistic...
New implicit stochastic Runge-Kutta schemes of weak order 1 or 2 are proposed for stochastic differe...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativi...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic diff...
It is well known that the numerical solution of stiff stochastic differential equations (SDEs) leads...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
In this paper, we discuss the numerical solutions to index 1 stochastic differential algebraic equat...