✦ LIBER ✦

Supplement: Efficient weak second order stochastic Runge–Kutta methods for non-commutative Stratonovich stochastic differential equations

✍ Scribed by Yoshio Komori; Kevin Burrage

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Second order Runge–Kutta methods for Str

✍ Andreas Rößler 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 708 KB

Second Order Runge–Kutta Methods for Itô

✍ Rößler, Andreas 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 522 KB

Second-order weak approximations for str

✍ V. Mackevičius 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 861 KB

Families of efficient second order Runge

✍ Kristian Debrabant; Andreas Rößler 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 490 KB

Numerical solution of stochastic differe

✍ M. Khodabin; K. Maleknejad; M. Rostami; M. Nouri 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 258 KB

Classification of stochastic Runge–Kutta

✍ Kristian Debrabant; Andreas Rößler 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 494 KB