Basic Stochastic Exponential Schemes

[ChrisRackauckas]

https://arxiv.org/abs/1710.00246 (SETD1)

@MSeeker1340 you may be interested in this, though getting to here before the end of GSoC may be out of reach.

[ChrisRackauckas]

Additive Euler Exponential and a Rosenbrock method: https://pdfs.semanticscholar.org/de43/3bd9fa671bee3b8c51454d06a31e9aa69d50.pdf

Euler Exponential: https://arxiv.org/pdf/math/0508490.pdf

Accelerated exponential Euler: http://rspa.royalsocietypublishing.org/content/465/2102/649 and https://www.sciencedirect.com/science/article/pii/S089396591500049X

[ChrisRackauckas]

https://core.ac.uk/download/pdf/159490041.pdf

[ChrisRackauckas]

Second order weak: https://epubs.siam.org/doi/abs/10.1137/15M1041341