SK-ROCK: Optimal explicit stabilized integrator of weak order one for stiff and ergodic Itô stochastic differential equations
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下载链接：
https://yareta.unige.ch/archives/633713d0-3eed-410b-b973-da48a63e9e1e
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资源简介：
This code is described in:
Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations, SIAM/ASA J. Uncertain. Quantif. 6 (2018), no. 2, 937–964.
https://doi.org/10.1137/17M1145859
Content:
- Fortran code skrock.f and driver example,
- Fortran random number generator zufall.f (by W. P. Petersen ETH Zurich 1994)
(other random number generators could be used).
Version: April 4, 2018.
提供机构：
Université de Genève, Yareta
创建时间：
2023-01-30
