Komori, Yoshio; Burrage, Kevin Split S-ROCK methods for high-dimensional stochastic differential equations. (English) Zbl 07766132 J. Sci. Comput. 97, No. 3, Paper No. 62, 24 p. (2023). MSC: 60H10 65L05 65L06 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Sci. Comput. 97, No. 3, Paper No. 62, 24 p. (2023; Zbl 07766132) Full Text: DOI
Komori, Yoshio; Yang, Guoguo; Burrage, Kevin Formulae for mixed moments of Wiener processes and a stochastic area integral. (English) Zbl 1515.60199 SIAM J. Numer. Anal. 61, No. 4, 1716-1736 (2023). MSC: 60H10 60H30 65C30 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Numer. Anal. 61, No. 4, 1716--1736 (2023; Zbl 1515.60199) Full Text: DOI arXiv
Yang, Guoguo; Burrage, Kevin; Komori, Yoshio; Ding, Xiaohua A new class of structure-preserving stochastic exponential Runge-Kutta integrators for stochastic differential equations. (English) Zbl 1504.65019 BIT 62, No. 4, 1591-1623 (2022). MSC: 65C30 60H35 60H10 65P10 65L06 PDFBibTeX XMLCite \textit{G. Yang} et al., BIT 62, No. 4, 1591--1623 (2022; Zbl 1504.65019) Full Text: DOI
Yang, Guoguo; Burrage, Kevin; Komori, Yoshio; Burrage, Pamela; Ding, Xiaohua A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. (English) Zbl 1482.65013 Numer. Algorithms 88, No. 4, 1641-1665 (2021). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{G. Yang} et al., Numer. Algorithms 88, No. 4, 1641--1665 (2021; Zbl 1482.65013) Full Text: DOI
Komori, Yoshio; Eremin, Alexey; Burrage, Kevin S-ROCK methods for stochastic delay differential equations with one fixed delay. (English) Zbl 1417.65023 J. Comput. Appl. Math. 353, 345-354 (2019). MSC: 65C30 60H10 60H35 65L05 65L06 65L20 PDFBibTeX XMLCite \textit{Y. Komori} et al., J. Comput. Appl. Math. 353, 345--354 (2019; Zbl 1417.65023) Full Text: DOI Link
Komori, Yoshio; Cohen, David; Burrage, Kevin Weak second order explicit exponential Runge-Kutta methods for stochastic differential equations. (English) Zbl 1387.65064 SIAM J. Sci. Comput. 39, No. 6, A2857-A2878 (2017). MSC: 65L05 65L06 60H10 PDFBibTeX XMLCite \textit{Y. Komori} et al., SIAM J. Sci. Comput. 39, No. 6, A2857--A2878 (2017; Zbl 1387.65064) Full Text: DOI
Komori, Yoshio; Burrage, Kevin A stochastic exponential Euler scheme for simulation of stiff biochemical reaction systems. (English) Zbl 1307.65011 BIT 54, No. 4, 1067-1085 (2014). MSC: 65C30 60H10 60H35 34F05 92E20 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, BIT 54, No. 4, 1067--1085 (2014; Zbl 1307.65011) Full Text: DOI
Komori, Yoshio; Burrage, Kevin Strong first order \(S\)-ROCK methods for stochastic differential equations. (English) Zbl 1258.65007 J. Comput. Appl. Math. 242, 261-274 (2013). MSC: 65C30 60H10 65L05 65L06 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Comput. Appl. Math. 242, 261--274 (2013; Zbl 1258.65007) Full Text: DOI
Komori, Yoshio; Burrage, Kevin Weak second order S-ROCK methods for Stratonovich stochastic differential equations. (English) Zbl 1238.60063 J. Comput. Appl. Math. 236, No. 11, 2895-2908 (2012). MSC: 60H10 65L05 65L06 60H35 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Comput. Appl. Math. 236, No. 11, 2895--2908 (2012; Zbl 1238.60063) Full Text: DOI
Komori, Yoshio; Burrage, Kevin Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations. (English) Zbl 1218.65011 J. Comput. Appl. Math. 235, No. 17, 5326-5329 (2011). MSC: 65C30 60H10 65L05 65L06 PDFBibTeX XMLCite \textit{Y. Komori} and \textit{K. Burrage}, J. Comput. Appl. Math. 235, No. 17, 5326--5329 (2011; Zbl 1218.65011) Full Text: DOI