Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Applied Numerical Mathematics
Vol/bind	59
Udgave nummer	3-4
Sider (fra-til)	595-607
Antal sider	13
ISSN	0168-9274
DOI	https://doi.org/10.1016/j.apnum.2008.03.011
Status	Udgivet - 2009
Udgivet eksternt	Ja

Dokumenter og links

@article{cc69784673e54c97b2f913cb5d886c14,

title = "Diagonally drift-implicit Runge-Kutta methods of weak order one and two for It{\^o} SDEs and stability analysis",

author = "Kristian Debrabant and Andreas R{\"o}{\ss}ler",

year = "2009",

doi = "10.1016/j.apnum.2008.03.011",

language = "English",

volume = "59",

pages = "595--607",

journal = "Applied Numerical Mathematics",

issn = "0168-9274",

publisher = "Elsevier",

number = "3-4",

}

TY - JOUR

T1 - Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis

AU - Debrabant, Kristian

AU - Rößler, Andreas

PY - 2009

Y1 - 2009

U2 - 10.1016/j.apnum.2008.03.011

DO - 10.1016/j.apnum.2008.03.011

M3 - Journal article

SN - 0168-9274

VL - 59

SP - 595

EP - 607

JO - Applied Numerical Mathematics

JF - Applied Numerical Mathematics

IS - 3-4

ER -