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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.
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
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  Availability: 0
Header DbId: egs
DbLabel: Engineering Source
An: 188882554
AccessLevel: 6
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Efficient numerical computations for solving high-dimensional stochastic differential equations.
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  Data: <searchLink fieldCode="AR" term="%22Komori%2C+Yoshio%22">Komori, Yoshio</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> komori@phys.kyutech.ac.jp</i><br /><searchLink fieldCode="AR" term="%22Burrage%2C+Kevin%22">Burrage, Kevin</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> kevin.burrage@qut.edu.au</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Computational+%26+Applied+Mathematics%22">Journal of Computational & Applied Mathematics</searchLink>. Mar2026, Vol. 475, pN.PAG-N.PAG. 1p.
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  Data: <searchLink fieldCode="DE" term="%22Stochastic+differential+equations%22">Stochastic differential equations</searchLink><br /><searchLink fieldCode="DE" term="%22Numerical+analysis%22">Numerical analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Problem+solving%22">Problem solving</searchLink>
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=egs&AN=188882554
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.cam.2025.117043
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 1
        StartPage: N.PAG
    Subjects:
      – SubjectFull: Stochastic differential equations
        Type: general
      – SubjectFull: Numerical analysis
        Type: general
      – SubjectFull: Problem solving
        Type: general
    Titles:
      – TitleFull: Efficient numerical computations for solving high-dimensional stochastic differential equations.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Komori, Yoshio
      – PersonEntity:
          Name:
            NameFull: Burrage, Kevin
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          Dates:
            – D: 15
              M: 03
              Text: Mar2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 03770427
          Numbering:
            – Type: volume
              Value: 475
          Titles:
            – TitleFull: Journal of Computational & Applied Mathematics
              Type: main
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