Stochastic B-Series and Order Conditions for Exponential Integrators
2017
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential Runge–Kutta integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order conditions for stochastic exponential Runge–Kutta integrators. The resulting general order theory covers both Ito and Stratonovich integration.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
10
References
2
Citations
NaN
KQI