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20082019
most citedModify the Improved Euler scheme to integrate stochastic differential equations

25 citations · 68 across the 14 of their papers we have counts for

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math.NA2016

Smooth subgrid fields underpin rigorous closure in spatial discretisation of reaction-advection-diffusion PDEs

G. A. Jarrad, A. J. Roberts

Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed here…