Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations

As the book is concerned with theoretical, rather than practical, studies in plant population biology, it is not immediately possible to apply its ideas within the conservation

We provide our main result on a rate of weak errors under SDEs with discontinuous drift and nonlinear diffusion coefficient in Section 3, and also give results under constant

To simplify the expression of Stratonovich’s covariant differential in the equation relative to velocities, that is, to eliminate the quadratic terms, which offers the possibility

In next sections, we investigate the two main types of quantitative models (optimization and simulation) with a focus on simulation models since they are adopted in this

In this paper, we introduce a weak second order family of explicit stabilized integrators based on the second order ROCK2 integrators for deterministic stiff problems.. The main

Weak second order multi-revolution composition methods for highly oscillatory stochastic differential equations with additive or multiplicative noise... Weak second

Classical approaches for getting high weak order numerical schemes for stochastic differential equations are based on weak Taylor ap- proximation or Runge-Kutta type methods [8,

SPRUCK, The Dirichlet problem for nonlinear second order elliptic equations, I: Monge-Ampère equations, Comm. Lincei,