Accurate stationary densities with partitioned numerical methods for stochastic differential equations
| Data(s) |
2009
|
|---|---|
| Identificador | |
| Publicador |
Society for Industrial and Applied Mathematics |
| Relação |
DOI:10.1137/060677148 Burrage, Kevin & Lythe, Grant (2009) Accurate stationary densities with partitioned numerical methods for stochastic differential equations. SIAM Journal on Numerical Analysis, 47(3), pp. 1601-1618. |
| Palavras-Chave | #010300 NUMERICAL AND COMPUTATIONAL MATHEMATICS #damped harmonic oscillators with noise, stationary distribution, stochastic Runge¿Kutta methods, leapfrog methods |
| Tipo |
Journal Article |
