Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations
2018
Details
Title
Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations
Author(s)
Abdulle, A ; Almuslimani, I ; Vilmart, G
Published in
SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION
Volume
6
Issue
2
Pages
937-964
Date
2018
Other identifier(s)
View record in Web of Science
Related to
Is NewerVersion Of (https://infoscience.epfl.ch/record/231007)
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 produced at EPFL
Journal Articles
Published
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2018-11-08