The Direct Richardson PTH Order (DRp) Schemes: A New Class of Time Integration Schemes for Stochastic Differential Equations

SIAM Journal of Scientific Computing - United States
doi 10.1137/100801445
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Society for Industrial & Applied Mathematics (SIAM)

Related search

Difference Schemes for Partial Differential Equations of Fractional Order

Ufa Mathematical Journal
2019English

High-Order Accurate Adaptive Kernel Compression Time-Stepping Schemes for Fractional Differential Equations

Journal of Scientific Computing
Numerical AnalysisApplied MathematicsComputational TheoryEngineeringComputational MathematicsMathematicsTheoretical Computer ScienceSoftware
2017English

On Existence and Uniqueness for a New Class of Nonlinear Partial Differential Equations Using Compactness Methods and Differential Difference Schemes

Transactions of the American Mathematical Society
MathematicsApplied Mathematics
1974English

Numerical Schemes for Fractional Ordinary Differential Equations

2012English

Bicompact High Order Schemes for Quasi-Diffusion Equations

Keldysh Institute Preprints
2018English

Symplectic Schemes for Linear Stochastic Schrödinger Equations With Variable Coefficients

Abstract and Applied Analysis
Applied MathematicsAnalysis
2014English

Stochastic Shadowing Analysis of a Class of Stochastic Differential Equations

Journal of Nonlinear Science and Applications
Number TheoryAnalysisAlgebra
2017English

Time-Integration Schemes for the Finite Element Dynamic Signorini Problem

SIAM Journal of Scientific Computing
Computational MathematicsApplied Mathematics
2011English

Long Time Stability of High Order MultiStep Numerical Schemes for Two-Dimensional Incompressible Navier--Stokes Equations

SIAM Journal on Numerical Analysis
Computational MathematicsApplied MathematicsNumerical Analysis
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy