Browsing by Author "Higham, Desmond"

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Browsing by Author "Higham, Desmond"

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  • Burrage, Kevin; Burrage, Pamela; Higham, Desmond; Kloeden, Peter; Platen, Eckhard (American Physical Society, 2006)
    Wilkie (Phys. Rev. E 70, 017701 (2004)) used a heuristic approach to derive Runge-Kutta-based numerical methods for stochastic differential equations based on methods used for solving ordinary differential equations. The ...