Author:
Yang Guoguo,Burrage Kevin,Komori Yoshio,Burrage Pamela,Ding Xiaohua
Funder
National Natural Science Foundation of China
JSPS Grant-in-Aid for Scientific Research
National Key R&D Program of China
Publisher
Springer Science and Business Media LLC
Reference28 articles.
1. Debrabant, K., Kværnø, A., Mattsson, N.C.: Runge–Kutta Lawson schemes for stochastic differential equations. arXiv:1909.11629 (2019)
2. Erdoǧan, U., Lord, G.J.: A new class of exponential integrators for SDEs with multiplicative noise. IMA J. Numer. Anal. 39, 820–846 (2019)
3. Yang, G., Burrage, K., Ding, X.: A new class of structure-preserving stochastic exponential Runge–Kutta integrators for stochastic differential equations. (Submitted)
4. Komori, Y., Burrage, K.: A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems. BIT Numer Math. 54, 1067–1085 (2014)
5. Komori, Y., Cohen, D., Burrage, K.: Weak second order explicit exponential Runge–Kutta methods for stochastic differential equations. SIAm J. Sci. Comput. 39, A2857–A2878 (2017)
Cited by
9 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献