Stabilization of Multilevel Monte-Carlo Methods for Stochastic Differential Equations with Multiple

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：clarain

【摘要】

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【作者】

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Abdulle Assyr

【机构】

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EPFL

【出处】

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第八届工业与应用数学国际大会

【发表日期】

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2015年5期

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　　In this talk we will present recent developments in the design of stabilized numerical methods for stiff stochastic problems [A.Abdulle,G.Vilmart,PIROCK: a swiss-knife partitioned implicit-explicit ROCK integrator for stiff diffusion-advection-reaction problems with or without noise,J.Comput.Phys.2013].

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