25 citations · 68 across the 14 of their papers we have counts for
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math.NA2012★ 25 cited
Modify the Improved Euler scheme to integrate stochastic differential equations
A. J. Roberts
A practical and new Runge--Kutta numerical scheme for stochastic differential equations is explored. Numerical examples demonstrate the strong convergence of the method. The first…
math.DS2012★ 1 cited
Computer algebra compares the stochastic superslow manifold of an averaged SPDE with that of the original slow-fast SPDE
A. J. Roberts
The computer algebra routines documented here empower you to reproduce and check many of the details described by an article on large deviations for slow-fast stochastic systems [a…