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Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations

Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations

Abdulle, Assyr; Almuslimani, Ibrahim; Vilmart, Gilles

期刊名称SIAM/ASA Journal on Uncertainty Quantification
作者Abdulle, Assyr; Almuslimani, Ibrahim; Vilmart, Gilles
卷第6卷
期第2期
电子ISSN2166-2525
文件大小2240.33KB
发表时间2018-01
DOI10.1137/17M1145859
页码937-964

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