Search results

SplitSROCK methods

new-algorithm

Status: Open.

#554 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Nov 3, 2023

PI-tau-ROCK methods

new-algorithm

Status: Open.

#464 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Mar 5, 2022

Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations

new-algorithm

Status: Open.

#441 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Oct 19, 2021

Stochastic Radau IIA

new-algorithm

Status: Open.

#267 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Feb 18, 2020

Adaptive SROCK1

new-algorithm

Status: Open.

#163 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Jun 8, 2019

Strong Order 1 SROCK

new-algorithm

Status: Open.

#155 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Jun 4, 2019

Modified Mean-Square Stable Milstein

new-algorithm

Status: Open.

#154 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Jun 4, 2019

Weak Order 2 SDIRK methods

new-algorithm

Status: Open.

#151 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on May 31, 2019

Extrapolation methods

new-algorithm

Status: Open.

#147 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on May 24, 2019

The Next Order: 2.0 and Beyond

new-algorithm

Status: Open.

#118 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Nov 22, 2018

Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises

new-algorithm

Status: Open.

#103 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Sep 8, 2018

Basic Stochastic Exponential Schemes

new-algorithm

Status: Open.

#94 In SciML/StochasticDiffEq.jl;

· ChrisRackauckas opened on Jul 27, 2018