Author:
Burrage P.M.,Herdiana R.,Burrage K.
Subject
Applied Mathematics,Computational Mathematics
Reference15 articles.
1. High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula;Burrage;Physica D,1999
2. A variable stepsize implementation for stochastic differential equations;Burrage;SIAM J. Sci. Comput.,2002
3. K. Burrage, R. Herdiana, The Balanced Milstein Method for Stochastic Differential Equations with a Variable Stepsize Implementation, Department of Mathematics, University of Queensland, 2003, submitted for publication.
4. Variable stepsize control in the numerical solution of stochastic differential equations;Gaines;SIAM J. Appl. Math.,1997
5. Control theoretic techniques for stepsize selection in explicit Runge–Kutta methods;Gustafsson;ACM Trans. Math. Software,1991
Cited by
36 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