"The fully implicit stochastic-α method for stiff stochastic ..."

Sk. Safique Ahmad, Nigam Chandra Parida, Soumyendu Raha (2009)

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DOI: 10.1016/J.JCP.2009.08.002

access: closed

type: Journal Article

metadata version: 2020-02-19

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Sk. Safique Ahmad, Nigam Chandra Parida, Soumyendu Raha:
The fully implicit stochastic-α method for stiff stochastic differential equations. J. Comput. Phys. 228(22): 8263-8282 (2009)

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