Effectiveness of implicit methods for stiff stochastic differential equations

Communications in Computational Physics

Volumn 3, Issue 2, 2008, Pages 295-307

  Li, Tiejun ^a   Abdulle, Assyr ^b   Weinan, E ^c  

^a PEKING UNIVERSITY   (China)

^b MAXWELL INSTITUTE FOR MATHEMATICAL SCIENCES   (United Kingdom)

^c PRINCETON UNIVERSITY   (United States)

Author keywords

Implicity methods; Invariant distribution; Multiscale; Stiff ODE; Stiff SDE

Indexed keywords

EID: 40649106788     PISSN: 18152406     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)