Weak second order S-ROCK methods for Stratonovich stochastic differential equations
| Data(s) |
2012
|
|---|---|
| Identificador | |
| Publicador |
Elsevier BV, North-Holland |
| Relação |
DOI:10.1016/j.cam.2012.01.033 Komori, Yoshio & Burrage, Kevin (2012) Weak second order S-ROCK methods for Stratonovich stochastic differential equations. Journal of Computational and Applied Mathematics, 236(11), pp. 2895-2908. |
| Fonte |
School of Mathematical Sciences; Science & Engineering Faculty |
| Palavras-Chave | #010200 APPLIED MATHEMATICS #010300 NUMERICAL AND COMPUTATIONAL MATHEMATICS #090600 ELECTRICAL AND ELECTRONIC ENGINEERING #Explicit method, Mean square stability, Stochastic orthogonal Runge-Kutta, Chebyshev method |
| Tipo |
Journal Article |
