Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations

Assyr Abdulle, Ibrahim Almuslimani, Gilles Vilmart. Optimal Explicit Stabilized Integrator of Weak Order 1 for Stiff and Ergodic Stochastic Differential Equations. SIAM/ASA J. Uncertain. Quantification, 6(2):937-964, 2018. [doi]

Abstract

Abstract is missing.