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Modified S-ROCK methods for weak second order approximations to the solution of Itô stochastic differential equations

Modified S-ROCK methods for weak second order approximations to the solution of Itô stochastic differential equations
Digital文書・図像類
小守, 良雄, Burrage, Kevin九州工業大学2018-05-10Technical Report in Computer Science and Systems Engineeringp.1-19
Other Libraries in Japan
  • Author Heading小守, 良雄 Burrage, Kevin

S-ROCK methods for stochastic delay differential equations with one fixed delay

S-ROCK methods for stochastic delay differential equations with one fixed delay
Digital文書・図像類
小守, 良雄, Eremin, Alexey, Burrage, Kevin九州工業大学2018-06-29Technical Report in Computer Science and Systems Engineeringp.1-14
Other Libraries in Japan
  • Author Heading小守, 良雄 Eremin, Alexey Burrage, Kevin

Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations

Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations
Digital文書・図像類
小守, 良雄, Cohen, David, Burrage, Kevin九州工業大学2015-09-08Technical Report in Computer Science and Systems Engineeringp.1-21
Other Libraries in Japan
  • Author Heading小守, 良雄 Cohen, David Burrage, Kevin

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

High order explicit exponential Runge-Kutta methods for the weak approximation of solutions of stochastic differential equations
Digital文書・図像類
小守, 良雄, Cohen, David, Burrage, Kevin九州工業大学2014-09-19Technical Report in Computer Science and Systems Engineeringp.1-24
Other Libraries in Japan
  • Author Heading小守, 良雄 Cohen, David Burrage, Kevin

Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems

Exponential Euler-Maruyama scheme for simulation of stiff biochemical reaction systems
Digital文書・図像類
小守, 良雄, Burrage, Kevin九州工業大学2013-05-28Technical Report in Computer Science and Systems Engineeringp.1-16
Other Libraries in Japan
  • Author Heading小守, 良雄 Burrage, Kevin

Strong First Order S-ROCK Methods for Stochastic Differential Equations

Strong First Order S-ROCK Methods for Stochastic Differential Equations
Digital文書・図像類
小守, 良雄, Burrage, Kevin九州工業大学2012-01-13Technical Report in Computer Science and Systems Engineeringp.1-16
Other Libraries in Japan
  • Author Heading小守, 良雄 Burrage, Kevin

Supplement: Efficient Weak Second-order Stochastic Runge-Kutta Methods for Non-commutative Stochastic Differential Equations

Supplement: Efficient Weak Second-order Stochastic Runge-Kutta Methods for Non-commutative Stochastic Differential Equations
Digital文書・図像類
小守, 良雄, Burrage, Kevin九州工業大学2010-10-15Technical Report in Computer Science and Systems Engineeringp.1-6
Other Libraries in Japan
  • Author Heading小守, 良雄 Burrage, Kevin

A Stochastic Method for All Seasons

A Stochastic Method for All Seasons
Digital文書・図像類
小守, 良雄, Burrage, Kevin九州工業大学2010-11-22Technical Report in Computer Science and Systems Engineeringp.1-26
Other Libraries in Japan
  • Author Heading小守, 良雄 Burrage, Kevin

Parallel and sequential methods for ordinary differential equations

Parallel and sequential methods for ordinary differential equations
Paper図書
Kevin BurrageClarendon Press1995
Other Libraries in Japan
  • Author HeadingBurrage, Kevin

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