Explicit methods for integrating stiff Cauchy problems
نویسندگان
چکیده
منابع مشابه
Explicit methods for stiff stochastic differential equations
Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-square stable) stiff stochastic differential equations. Standard explicit methods, as for example the EulerMaruyama method, face severe stepsize...
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ژورنال
عنوان ژورنال: Доклады Академии наук
سال: 2019
ISSN: 0869-5652
DOI: 10.31857/s0869-56524855553-557