Improving split-step forward methods by ODE solver for stiff stochastic differential equations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Medicine
Link
http://link.springer.com/content/pdf/10.1007/s40096-021-00392-7.pdf
Reference40 articles.
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3. Alcock, J., Burrage, K.: A note on the balanced method. BIT 46(4), 689–710 (2006)
4. Ding, X., Ma, Q., Zhang, L.: Convergence and stability of the split-step $$\theta$$-method for stochastic differential equations. Comput. Math. Appl. 60(5), 1310–1321 (2010)
5. Esmaeelzade Aghdam, Y., Mesgrani, H., Javidi, M., Nikan, O.: A computational approach for the space-time fractional advection-diffusion equation arising in contaminant transport through porous media. Eng. Comput. (2020). https://doi.org/10.1007/s00366-020-01021-y
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