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

2018 ◽  
Vol 6 (2) ◽  
pp. 937-964 ◽  
Author(s):  
Assyr Abdulle ◽  
Ibrahim Almuslimani ◽  
Gilles Vilmart
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Weak Order

scholarly journals High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

2012 ◽  
Vol 34 (3) ◽  
pp. A1800-A1823 ◽  
Author(s):  
Assyr Abdulle ◽  
David Cohen ◽  
Gilles Vilmart ◽  
Konstantinos C. Zygalakis
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Weak Order ◽  
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Stochastic Differential Equations for Power Law Behaviors

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Author(s):  
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Roger Brockett ◽  
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Don Towsley
Keyword(s):  
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