S-SDIRK: weak second order drift-implicit mean-square A-stable integrators for stiff Itô stochastic differential equations
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下载链接：
https://yareta.unige.ch/archives/9dd496cd-67fd-4ed0-93f0-82620159da3f
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资源简介：
This code is described in:
A. Abdulle, G. Vilmart, and K.C. Zygalakis, Mean-square A-stable diagonally drift-implicit integrators of weak second order for stiff Itô stochastic differential equations, BIT 53 (2013) 827-840.
http://dx.doi.org/10.1007/s10543-013-0430-8
Content:
- Fortran code ssdirk.f and driver examples,
- Fortran random number generator zufall.f (by W. P. Petersen ETH Zurich 1994)
(other random number generators could be used).
Version: February 2, 2013.
提供机构：
Université de Genève, Yareta
创建时间：
2023-01-31
