Abdulle, Assyr; Blumenthal, Adrian Stabilized multilevel Monte Carlo method for stiff stochastic differential equations. (English) Zbl 1349.65028 J. Comput. Phys. 251, 445-460 (2013). MSC: 65C30 60H10 60H35 65C05 PDFBibTeX XMLCite \textit{A. Abdulle} and \textit{A. Blumenthal}, J. Comput. Phys. 251, 445--460 (2013; Zbl 1349.65028) Full Text: DOI Link
Abdulle, Assyr; Vilmart, Gilles PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise. (English) Zbl 1297.65110 J. Comput. Phys. 242, 869-888 (2013). MSC: 65M20 65L06 35K57 65L04 65C30 60H15 35R60 PDFBibTeX XMLCite \textit{A. Abdulle} and \textit{G. Vilmart}, J. Comput. Phys. 242, 869--888 (2013; Zbl 1297.65110) Full Text: DOI
Safique Ahmad, Sk.; Chandra Parida, Nigam; Raha, Soumyendu The fully implicit stochastic-\(\alpha \) method for stiff stochastic differential equations. (English) Zbl 1177.65018 J. Comput. Phys. 228, No. 22, 8263-8282 (2009). MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{Sk. Safique Ahmad} et al., J. Comput. Phys. 228, No. 22, 8263--8282 (2009; Zbl 1177.65018) Full Text: DOI
Feng, B.-F.; Liu, Y. An operator splitting method for the Degasperis-Procesi equation. (English) Zbl 1175.65094 J. Comput. Phys. 228, No. 20, 7805-7820 (2009). MSC: 65M06 35Q53 PDFBibTeX XMLCite \textit{B. F. Feng} and \textit{Y. Liu}, J. Comput. Phys. 228, No. 20, 7805--7820 (2009; Zbl 1175.65094) Full Text: DOI
Feng, B.-F.; Kawahara, T.; Mitsui, T. A conservative spectral method for several two-dimensional nonlinear wave equations. (English) Zbl 0937.65108 J. Comput. Phys. 153, No. 2, 467-487 (1999). Reviewer: Qin Mengzhao (Beijing) MSC: 65M70 35Q53 65M12 PDFBibTeX XMLCite \textit{B. F. Feng} et al., J. Comput. Phys. 153, No. 2, 467--487 (1999; Zbl 0937.65108) Full Text: DOI
Xu, J.; Pope, S. B. Assessment of numerical accuracy of PDF/Monte Carlo methods for turbulent reacting flows. (English) Zbl 0945.76069 J. Comput. Phys. 152, No. 1, 192-230 (1999). MSC: 76M28 76M35 76V05 76F55 PDFBibTeX XMLCite \textit{J. Xu} and \textit{S. B. Pope}, J. Comput. Phys. 152, No. 1, 192--230 (1999; Zbl 0945.76069) Full Text: DOI Link