New article: THE DIRECT RICHARDSON pTH ORDER (DRp) SCHEMES: A NEW CLASS OF TIME INTEGRATION SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS
Article: Popov PP and Pope SB (2012). “THE DIRECT RICHARDSON pTH ORDER (DRp) SCHEMES: A NEW CLASS OF TIME INTEGRATION SCHEMES FOR STOCHASTIC DIFFERENTIAL EQUATIONS.” Siam Journal on Scientific Computing 34(1): A137-A160. DOI Abstract: ...
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