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
Lord, Gabriel J.; Tambue, Antoine Stochastic exponential integrators for a finite element discretisation of SPDEs with additive noise. (English) Zbl 1407.65198 Appl. Numer. Math. 136, 163-182 (2019). MSC: 65M60 76S05 35Q35 35R60 35K10 35K58 PDFBibTeX XMLCite \textit{G. J. Lord} and \textit{A. Tambue}, Appl. Numer. Math. 136, 163--182 (2019; Zbl 1407.65198) Full Text: DOI
Botchev, M. A. A block Krylov subspace time-exact solution method for linear ordinary differential equation systems. (English) Zbl 1313.65181 Numer. Linear Algebra Appl. 20, No. 4, 557-574 (2013). Reviewer: Jaroslav Hron (Praha) MSC: 65L05 65F60 65F10 65M20 35K20 34A30 35L05 35Q61 PDFBibTeX XMLCite \textit{M. A. Botchev}, Numer. Linear Algebra Appl. 20, No. 4, 557--574 (2013; Zbl 1313.65181) Full Text: DOI
de la Hoz, Francisco; Vadillo, Fernando The solution of two-dimensional advection-diffusion equations via operational matrices. (English) Zbl 1302.65235 Appl. Numer. Math. 72, 172-187 (2013). MSC: 65M70 35K20 65M12 PDFBibTeX XMLCite \textit{F. de la Hoz} and \textit{F. Vadillo}, Appl. Numer. Math. 72, 172--187 (2013; Zbl 1302.65235) Full Text: DOI
Caliari, M.; Vianello, M.; Bergamaschi, L. Interpolating discrete advection–diffusion propagators at Leja sequences. (English) Zbl 1055.65105 J. Comput. Appl. Math. 172, No. 1, 79-99 (2004). MSC: 65M20 65M06 35K15 65L06 34A30 65M50 PDFBibTeX XMLCite \textit{M. Caliari} et al., J. Comput. Appl. Math. 172, No. 1, 79--99 (2004; Zbl 1055.65105) Full Text: DOI