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Found 33 Documents (Results 1–33)

Issues in the software implementation of stochastic numerical Runge-Kutta. (English) Zbl 1477.65021

Vishnevskiy, Vladimir M. (ed.) et al., Distributed computer and communication networks. 21st international conference, DCCN 2018, Moscow, Russia, September 17–21, 2018. Proceedings. Cham: Springer. Commun. Comput. Inf. Sci. 919, 532-546 (2018).
MSC:  65C30 60H35 65L06
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Explicit methods for stiff stochastic differential equations. (English) Zbl 1246.65007

Engquist, Björn (ed.) et al., Numerical analysis of multiscale computations. Proceedings of a winter workshop at the Banff International Research Station 2009, Canada, December 6–11, 2011. Berlin: Springer (ISBN 978-3-642-21942-9/hbk; 978-3-642-21943-6/ebook). Lecture Notes in Computational Science and Engineering 82, 1-22 (2012).
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Software