We propose new numerical methods with adding a modified ordinary differential equation
solver to the Milstein methods for solution of stiff stochastic systems. We study a general form …

In current work, an exponential split-step double balanced ϑ Milstein scheme has been
suggested for SODEs with locally Lipschitz continuous coefficients. We have been …

The aim of this article is to propose a family of balanced implicit methods and split-step
balanced implicit methods for solving Itô stochastic differential equations. These numerical …

The chemical Langevin equations are reputable simulation schemes to explore the
dynamics of chemical systems. We propose a new approach to simulate stochastic …

The present paper focuses on the improving split-step forward methods to solve of stiff
stochastic differential equations of Itô type. These methods are based on the exponential …

A new category of the split-step Euler-Maruyama types schemes are constructed to study the
stochastic differential systems. Under given conditions, we analyze the mean-square …

[EN] In this paper, we design a class of general split-step methods for solving Ito stochastic
differential systems, in which the drift or deterministic increment function can be taken from …

This work aims to develop an explicit approximation scheme for solving stochastic
differential systems based on the Euler–Maruyama scheme. We demonstrate the strong …

We introduce two approaches by modifying split-step exponential schemes to study
stochastic differential equations. Under the Lipschitz condition and linear-growth bounds, it …

In the present study, we provide a new approximation scheme for solving stochastic
differential equations based on the explicit Milstein scheme. Under sufficient conditions, we …