Second order Runge–Kutta methods for Itô stochastic differential equations
A Rößler - SIAM Journal on Numerical Analysis, 2009 - SIAM
A new class of stochastic Runge–Kutta methods for the weak approximation of the solution
of Itô stochastic differential equation systems with a multidimensional Wiener process is …
of Itô stochastic differential equation systems with a multidimensional Wiener process is …
High weak order methods for stochastic differential equations based on modified equations
Inspired by recent advances in the theory of modified differential equations, we propose a
new methodology for constructing numerical integrators with high weak order for the time …
new methodology for constructing numerical integrators with high weak order for the time …
Long-range phase order in two dimensions under shear flow
We theoretically and numerically investigate a two-dimensional O (2) model where an order
parameter is convected by shear flow. We show that a long-range phase order emerges in …
parameter is convected by shear flow. We show that a long-range phase order emerges in …
Stochastic Runge–Kutta software package for stochastic differential equations
MN Gevorkyan, TR Velieva, AV Korolkova… - … and Complex Systems …, 2016 - Springer
As a result of the application of a technique of multistep processes stochastic models
construction the range of models, implemented as a self-consistent differential equations …
construction the range of models, implemented as a self-consistent differential equations …
B–series analysis of stochastic Runge–Kutta methods that use an iterative scheme to compute their internal stage values
K Debrabant, A Kværnø - SIAM journal on numerical analysis, 2009 - SIAM
In recent years, implicit stochastic Runge–Kutta (SRK) methods have been developed both
for strong and weak approximations. For these methods, the stage values are only given …
for strong and weak approximations. For these methods, the stage values are only given …
Stochastic calculation of curves dynamics of enterprise
AL Saraev, LA Saraev - Journal of Samara State Technical …, 2020 - journals.eco-vector.com
The article proposes mathematical models of the stochastic dynamics of the single-factor
manufacturing enterprises development through internal and external investments. Balance …
manufacturing enterprises development through internal and external investments. Balance …
Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations
K Debrabant, A Rößler - Applied numerical mathematics, 2009 - Elsevier
Recently, a new class of second order Runge–Kutta methods for Itô stochastic differential
equations with a multidimensional Wiener process was introduced by Rößler [A. Rößler …
equations with a multidimensional Wiener process was introduced by Rößler [A. Rößler …
One-step stochastic processes simulation software package
EG Eferina, AV Korolkova, MN Gevorkyan… - … Models and Applied …, 2014 - cyberleninka.ru
It is assumed that the introduction of stochastic in mathematical model makes it more
adequate. But there is virtually no methods of coordinated (depended on structure of the …
adequate. But there is virtually no methods of coordinated (depended on structure of the …
Математические модели стохастической динамики развития предприятий
АЛ Сараев, ЛА Сараев - Вестник Самарского государственного …, 2020 - cyberleninka.ru
Предложены математические модели стохастической динамики развития
однофакторных производственных предприятий за счет внутренних и внешних …
однофакторных производственных предприятий за счет внутренних и внешних …
The method of constructing models of peer to peer protocols
AV Demidova, AV Korolkova… - … Congress on Ultra …, 2014 - ieeexplore.ieee.org
The models of peer to peer protocols are presented with the help of one-step processes. On
the basis of this presentation and the method of randomization of one-step processes, it is …
the basis of this presentation and the method of randomization of one-step processes, it is …