"Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and ..."

Assyr Abdulle, Ibrahim Almuslimani, Gilles Vilmart (2018)

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DOI: 10.1137/17M1145859

access: closed

type: Journal Article

metadata version: 2022-10-02

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Assyr Abdulle, Ibrahim Almuslimani, Gilles Vilmart:
Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification 6(2): 937-964 (2018)

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