共 50 条
- [1] EXPLICIT STABILIZED MULTIRATE METHOD FOR STIFF STOCHASTIC DIFFERENTIAL EQUATIONS [J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2022, 44 (04): : A1859 - A1883
- [2] WEAK SECOND ORDER EXPLICIT STABILIZED METHODS FOR STIFF STOCHASTIC DIFFERENTIAL EQUATIONS [J]. SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2013, 35 (04): : A1792 - A1814
- [7] Explicit Methods for Stiff Stochastic Differential Equations [J]. NUMERICAL ANALYSIS OF MULTISCALE COMPUTATIONS, 2012, 82 : 1 - 22
- [8] A multirate time stepping strategy for stiff ordinary differential equations [J]. BIT Numerical Mathematics, 2007, 47 : 137 - 155
- [10] Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations [J]. SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2018, 6 (02): : 937 - 964