Efficient Numerical Simulation for High-Dimensional Stochastic Systems: a Parallel Waveform Relaxation Approach Based on Stochastic Runge-Kutta Methods

Communications on Applied Mathematics and Computation 2026

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Authors: Xuan Xin, Zhenyu Wang, Xiaohua Ding

DOI: 10.1007/s42967-025-00547-6

Cited by: 0

References: 28

Fields of Study & Subjects

Numerical methods for differential equations Stochastic processes and financial applications Parallel Computing and Optimization Techniques

References 28