High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations

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Note (General)：: [Remark] The material in this report has been superseded by the following paper: Y. Komori, D. Cohen and K. Burrage (2017), Weak second order explicit...

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Material Type: 文書・図像類
Title: High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations
Author/Editor: 小守, 良雄
Cohen, David
Burrage, Kevin
Author Heading: 小守, 良雄コモリ, ヨシオ
Cohen, David
Burrage, Kevin
Publication, Distribution, etc.: 九州工業大学
Publication Date: 2014-09-19
Publication Date (W3CDTF): 2014-09-19
Periodical title: Technical Report in Computer Science and Systems Engineering
Pages: 1-24
ISSN (Periodical Title): PISSN : 1344-8803
Text Language Code: eng
Target Audience: 一般
Note (General): [Remark] The material in this report has been superseded by the following paper: Y. Komori, D. Cohen and K. Burrage (2017), Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations, SIAM Journal on Scientific Computing, 39 (6), 2857-A2878.
Format (IMT): application/pdf
Source: csse-41.pdf
https://kyutech.repo.nii.ac.jp/record/5255/files/csse-41.pdf
Access Restrictions: 限定公開
Is Version Of (DOI): 10.1137/15M1041341
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 九州工業大学 : キューテイカー