Effectiveness of implicit methods for stiff stochastic differential equations
2008
Details
Title
Effectiveness of implicit methods for stiff stochastic differential equations
Author(s)
Li, Tiejun ; Abdulle, Assyr ; E., Weinan
Published in
Communication in Computational Physics
Volume
3
Issue
2
Pages
295-307
Date
2008
Laboratories
ANMC
Record Appears in
Scientific production and competences > SB - School of Basic Sciences > SB Archives > ANMC - Chair of Computational Mathematics and Numerical Analysis
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work outside EPFL
Journal Articles
Published
Record creation date
2010-05-25