Efficient numerical computations for solving high-dimensional stochastic differential equations.
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| Title: | Efficient numerical computations for solving high-dimensional stochastic differential equations. |
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| Authors: | Komori, Yoshio1 (AUTHOR) komori@phys.kyutech.ac.jp, Burrage, Kevin2 (AUTHOR) kevin.burrage@qut.edu.au |
| Source: | Journal of Computational & Applied Mathematics. Mar2026, Vol. 475, pN.PAG-N.PAG. 1p. |
| Subjects: | Stochastic differential equations, Numerical analysis, Problem solving |
| Database: | Engineering Source |
| ISSN: | 03770427 |
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| DOI: | 10.1016/j.cam.2025.117043 |