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Supplement: efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations
http://hdl.handle.net/10228/5414
http://hdl.handle.net/10228/5414c100df0d-7e15-41ae-85b3-ee75ed0f2d12
名前 / ファイル | ライセンス | アクション |
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j.cam.2011.04.021.pdf (94.2 kB)
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Item type | 学術雑誌論文 = Journal Article(1) | |||||||||||
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公開日 | 2015-07-07 | |||||||||||
資源タイプ | ||||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||
資源タイプ | journal article | |||||||||||
タイトル | ||||||||||||
タイトル | Supplement: efficient weak second-order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations | |||||||||||
言語 | ||||||||||||
言語 | eng | |||||||||||
著者 |
小守, 良雄
× 小守, 良雄
WEKO
3142
× Burrage, Kevin |
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抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly. | |||||||||||
書誌情報 |
Journal of Computational and Applied Mathematics 巻 235, 号 17, p. 5326-5329, 発行日 2011-07-01 |
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出版社 | ||||||||||||
出版者 | Elsevier | |||||||||||
DOI | ||||||||||||
関連タイプ | isVersionOf | |||||||||||
識別子タイプ | DOI | |||||||||||
関連識別子 | https://doi.org/10.1016/j.cam.2011.04.021 | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | ISSN | |||||||||||
収録物識別子 | 0377-0427 | |||||||||||
著作権関連情報 | ||||||||||||
権利情報 | Copyright (c) 2011 Elsevier B.V. All rights reserved. | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Order conditions | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Multiplicative noise | |||||||||||
キーワード | ||||||||||||
主題Scheme | Other | |||||||||||
主題 | Weak approximation | |||||||||||
出版タイプ | ||||||||||||
出版タイプ | AM | |||||||||||
出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||||||
査読の有無 | ||||||||||||
値 | yes | |||||||||||
研究者情報 | ||||||||||||
https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||
連携ID | ||||||||||||
5114 | ||||||||||||
資料タイプ | ||||||||||||
内容記述タイプ | Other | |||||||||||
内容記述 | Journal Article | |||||||||||
著者所属 | ||||||||||||
Department of Systems Design and Informatics, Kyushu Institute of Technology | ||||||||||||
著者所属 | ||||||||||||
Oxford University Computing Laboratory |