collaborators

1 paper

math.NA2026

The Stochastic TR-BDF2 Scheme of Order 2

Tomás Caraballo, Macarena Gómez-Mármol, Ignacio Roldán

Our main objective in this paper is to develop a second-order stochastic numerical method which generalizes the well-known deterministic TR-BDF2 scheme. Since most stochastic techn…