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Analysis on the stability of numerical schemes for a class of stochastic partial differential systems 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2018, 卷号: 95, 期号: 2, 页码: 316-328
作者:  Cong, Xin-rong;  Li, Long-suo
收藏  |  浏览/下载:154/0  |  提交时间:2018/07/30
Stochastic partial differential equations  compact finite difference method  random noise  
Double-implicit and split two-step Milstein schemes for stochastic differential equations 期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2016, 卷号: 93, 期号: 12, 页码: 1987-2011
作者:  Jiang, Fengze;  Zong, Xiaofeng;  Yue, Chao;  Huang, Chengming
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
double-implicit Milstein method  split two-step Milstein method  strong convergence  exponential mean square stability