Komori, Yoshio; Burrage, Kevin Split S-ROCK methods for high-dimensional stochastic differential equations. (English) Zbl 07766132 J. Sci. Comput. 97, No. 3, Paper No. 62, 24 p. (2023). MSC: 60H10 65L05 65L06 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Sci. Comput. 97, No. 3, Paper No. 62, 24 p. (2023; Zbl 07766132) Full Text: DOI
Geiger, Sebastian; Lord, Gabriel; Tambue, Antoine Exponential time integrators for stochastic partial differential equations in 3D reservoir simulation. (English) Zbl 1348.76147 Comput. Geosci. 16, No. 2, 323-334 (2012). MSC: 76S05 76M12 65C30 PDFBibTeX XMLCite \textit{S. Geiger} et al., Comput. Geosci. 16, No. 2, 323--334 (2012; Zbl 1348.76147) Full Text: DOI
Zhang, Jingwei; Watson, Layne T.; Cao, Yang A modified uniformization method for the solution of the chemical master equation. (English) Zbl 1189.34087 Comput. Math. Appl. 59, No. 1, 573-584 (2010). MSC: 34C60 92E20 92D10 60J28 PDFBibTeX XMLCite \textit{J. Zhang} et al., Comput. Math. Appl. 59, No. 1, 573--584 (2010; Zbl 1189.34087) Full Text: DOI Link
Jimenez, Juan Carlos; Carbonell, Felix Rate of convergence of local linearization schemes for random differential equations. (English) Zbl 1172.65007 BIT 49, No. 2, 357-373 (2009). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H10 60H35 34F05 65L20 PDFBibTeX XMLCite \textit{J. C. Jimenez} and \textit{F. Carbonell}, BIT 49, No. 2, 357--373 (2009; Zbl 1172.65007) Full Text: DOI