A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems (English)
- New search for: Amiri, S.
- New search for: Hosseini, S. M.
- New search for: Amiri, S.
- New search for: Hosseini, S. M.
In:
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
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275
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27-43
;
2015
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ISSN:
- Article (Journal) / Print
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Title:A class of weak second order split-drift stochastic Runge-Kutta schemes for stiff SDE systems
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Contributors:Amiri, S. ( author ) / Hosseini, S. M. ( author )
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Published in:JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS ; 275 ; 27-43
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Publisher:
- New search for: Elsevier Science B.V., Amsterdam.
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Publication date:2015-01-01
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Size:17 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 519
- Further information on Dewey Decimal Classification
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Classification:
DDC: 519 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 275
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Analytic approximation of transmutation operators and applications to highly accurate solution of spectral problemsKravchenko, Vladislav V. / Torba, Sergii M. et al. | 2014
- 27
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A class of weak second order split-drift stochastic Runge–Kutta schemes for stiff SDE systemsAmiri, Sadegh / Hosseini, S. Mohammad et al. | 2014
- 44
-
Bernoulli polynomials for the numerical solution of some classes of linear and nonlinear integral equationsBazm, S. et al. | 2014
- 61
-
Scalable two-level preconditioning and deflation based on a piecewise constant subspace for (SIP)DG systems for diffusion problemsvan Slingerland, P. / Vuik, C. et al. | 2014
- 79
-
A modified weak Galerkin finite element method for the Stokes equationsMu, Lin / Wang, Xiaoshen / Ye, Xiu et al. | 2014
- 91
-
Hybridized SUPG and Upwind numerical schemes for convection dominated diffusion problemsJeon, Youngmok et al. | 2014
- 100
-
Galerkin schemes and inverse boundary value problems in reflexive Banach spacesBerenguer, M.I. / Kunze, H. / La Torre, D. / Ruiz Galán, M. et al. | 2014
- 113
-
Optimal error estimates of mixed FEMs for second order hyperbolic integro-differential equations with minimal smoothness on initial dataKaraa, Samir / Pani, Amiya K. et al. | 2014
- 135
-
The limit property for the interior solid angles of some refinement schemes for simplicial meshesSuárez, José P. / Moreno, Tania et al. | 2014
- 139
-
A two-grid decoupling method for the mixed Stokes–Darcy modelZuo, Liyun / Hou, Yanren et al. | 2014
- 148
-
An interior point method with a primal–dual quadratic barrier penalty function for nonlinear semidefinite programmingKato, Atsushi / Yabe, Hiroshi / Yamashita, Hiroshi et al. | 2014
- 162
-
Matrix decomposition algorithms for arbitrary order tensor product finite element systemsDu, Kui / Fairweather, Graeme / Sun, Weiwei et al. | 2014
- 183
-
A conservative and variation preserving finite volume method for non-overlapping meshes of reaction and diffusion in angiogenesisZheng, Xiaoming / Kim, Yeonhyang / Rakesh, Leela / Lin, En-Bing et al. | 2014
- 197
-
Stability of numerical methods for jump diffusions and Markovian switching jump diffusionsYang, Zhixin / Yin, G. / Li, Haibo et al. | 2014
- 213
-
Recent trends on Computational and Mathematical Methods in Science and Engineering (CMMSE)Vigo-Aguiar, Jesús / Cordero, Alicia / Ramos, Higinio et al. | 2014
- 216
-
Numerical approximation of distributed order reaction–diffusion equationsMorgado, M.L. / Rebelo, M. et al. | 2014
- 228
-
The application of Newton’s method in vector form for solving nonlinear scalar equations where the classical Newton method failsRamos, Higinio / Vigo-Aguiar, J. et al. | 2014
- 238
-
Almost strictly totally negative matrices: An algorithmic characterizationAlonso, Pedro / Peña, J.M. / Serrano, María Luisa et al. | 2014
- 247
-
A dynamical communication system on a networkKozlov, Valery V. / Buslaev, Alexander P. / Tatashev, Alexander G. et al. | 2014
- 262
-
Accuracy analysis of an adaptive mesh refinement method using benchmarks of 2-D steady incompressible lid-driven cavity flows and coarser meshesLi, Zhenquan / Wood, Robert et al. | 2014
- 272
-
On spline-based differential quadratureBarrera, D. / González, P. / Ibáñez, F. / Ibáñez, M.J. et al. | 2014
- 281
-
Determining optimum calibration points to construct calibration estimators of the distribution functionMartínez, S. / Rueda, M. / Martínez, H. / Arcos, A. et al. | 2014
- 294
-
Operator splitting kernel based numerical method for a generalized Leland’s modelKoleva, Miglena N. / Vulkov, Lubin G. et al. | 2014
- 304
-
The pricing of Quanto options under dynamic correlationTeng, Long / Ehrhardt, Matthias / Günther, Michael et al. | 2014
- 311
-
A 6(4) optimized embedded Runge-Kutta-Nystrom pair for the numerical solution of periodic problemsAnastassi, Z. A. / Kosti, A. A. et al. | 2015
- 311
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A 6(4) optimized embedded Runge–Kutta–Nyström pair for the numerical solution of periodic problemsAnastassi, Z.A. / Kosti, A.A. et al. | 2014
- 321
-
Spectral methods using Legendre wavelets for nonlinear KleinSine-Gordon equationsYin, Fukang / Tian, Tian / Song, Junqiang / Zhu, Min et al. | 2014
- 335
-
A classification algorithm based on geometric and statistical informationRalescu, Anca / Díaz, Irene / Rodríguez-Muñiz, Luis J. et al. | 2014
- 345
-
Coincidence point theorems on metric spaces via simulation functionsRoldán-López-de-Hierro, Antonio-Francisco / Karapınar, Erdal / Roldán-López-de-Hierro, Concepción / Martínez-Moreno, Juan et al. | 2014
- 356
-
On inverses of infinite Hessenberg matricesAbderramán Marrero, J. / Tomeo, V. / Torrano, E. et al. | 2014
- 366
-
One-point Newton-type iterative methods: A unified point of viewCordero, Alicia / Jordán, Cristina / Torregrosa, Juan R. et al. | 2014
- 375
-
Homogenization of the Poisson equation with Dirichlet conditions in random perforated domainsCalvo-Jurado, Carmen / Casado-Díaz, Juan / Luna-Laynez, Manuel et al. | 2014
- 382
-
Error analysis in the reconstruction of a convolution kernel in a semilinear parabolic problem with integral overdeterminationDe Staelen, R.H. / Van Bockstal, K. / Slodička, M. et al. | 2014
- 392
-
A nonpolynomial collocation method for fractional terminal value problemsFord, N.J. / Morgado, M.L. / Rebelo, M. et al. | 2014
- 403
-
An improved algorithm to develop semi-analytical planetary theories using Sundman generalized variablesLópez-Ortí, José A. / Agost-Gómez, Vicente / Barreda-Rochera, Miguel et al. | 2014
- 412
-
Convergence, efficiency and dynamics of new fourth and sixth order families of iterative methods for nonlinear systemsHueso, José L. / Martínez, Eulalia / Teruel, Carles et al. | 2014
- 421
-
A nonlinear parabolic integro-differential problem with an unknown Dirichlet boundary conditionGrimmonprez, Marijke / Slodička, Marián et al. | 2014
- 433
-
Analytical and numerical study of a coupled cardiovascular drug delivery modelFerreira, J.A. / Naghipoor, J. / de Oliveira, Paula et al. | 2014
- 447
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Some results on determinants and inverses of nonsingular pentadiagonal matricesAbderramán Marrero, J. / Tomeo, V. et al. | 2014
- 456
-
A volume averaging and overlapping domain decomposition technique to model mass transfer in textilesGoessens, T. / Malengier, B. / Constales, D. / De Staelen, R.H. et al. | 2014
- 465
-
A general spline differential quadrature method based on quasi-interpolationBarrera, D. / González, P. / Ibáñez, F. / Ibáñez, M.J. et al. | 2013
- 480
-
On the characterization of almost strictly sign regular matricesAlonso, Pedro / Peña, J.M. / Serrano, María Luisa et al. | 2013
- 489
-
Diffusion, viscoelasticity and erosion: Analytical study and medical applicationsAzhdari, Ebrahim / Ferreira, José A. / de Oliveira, Paula / da Silva, Pascoal M. et al. | 2013
- 502
-
Low-complexity root-finding iteration functions with no derivatives of any order of convergenceCordero, Alicia / Torregrosa, Juan R. et al. | 2013
- 516
-
Error estimates for the full discretization of a nonlocal parabolic model for type-I superconductorsVan Bockstal, K. / Slodička, M. et al. | 2013
- 527
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Real dynamics for damped Newton’s method applied to cubic polynomialsMagreñán, Ángel Alberto / Gutiérrez, José Manuel et al. | 2013