Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations

Mathematics

• Stochastic Differential Equation 100%
• Chebyshev 33%
• Step Size 33%
• Parabolic 33%
• Stochastic Partial Differential Equation 33%
• Asymptotic Stability 33%
• Weak Order 33%
• Numerical Methods 33%
• Numerical Experiment 33%

Keyphrases

• Parabolic Stochastic Partial Differential Equations 100%
• Explicit Stabilized Methods 100%
• Stiff Stochastic Differential Equations 100%