Artículos de revistas sobre el tema "Stochastic second order methods"
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Burrage, Kevin, Ian Lenane y Grant Lythe. "Numerical Methods for Second‐Order Stochastic Differential Equations". SIAM Journal on Scientific Computing 29, n.º 1 (enero de 2007): 245–64. http://dx.doi.org/10.1137/050646032.
Texto completoTocino, A. y J. Vigo-Aguiar. "Weak Second Order Conditions for Stochastic Runge--Kutta Methods". SIAM Journal on Scientific Computing 24, n.º 2 (enero de 2002): 507–23. http://dx.doi.org/10.1137/s1064827501387814.
Texto completoKomori, Yoshio. "Weak second-order stochastic Runge–Kutta methods for non-commutative stochastic differential equations". Journal of Computational and Applied Mathematics 206, n.º 1 (septiembre de 2007): 158–73. http://dx.doi.org/10.1016/j.cam.2006.06.006.
Texto completoTang, Xiao y Aiguo Xiao. "Efficient weak second-order stochastic Runge–Kutta methods for Itô stochastic differential equations". BIT Numerical Mathematics 57, n.º 1 (26 de abril de 2016): 241–60. http://dx.doi.org/10.1007/s10543-016-0618-9.
Texto completoMoxnes, John F. y Kjell Hausken. "Introducing Randomness into First-Order and Second-Order Deterministic Differential Equations". Advances in Mathematical Physics 2010 (2010): 1–42. http://dx.doi.org/10.1155/2010/509326.
Texto completoRößler, Andreas. "Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations". SIAM Journal on Numerical Analysis 47, n.º 3 (enero de 2009): 1713–38. http://dx.doi.org/10.1137/060673308.
Texto completoRößler, Andreas. "Second order Runge–Kutta methods for Stratonovich stochastic differential equations". BIT Numerical Mathematics 47, n.º 3 (12 de mayo de 2007): 657–80. http://dx.doi.org/10.1007/s10543-007-0130-3.
Texto completoWang, Xiao y Hongchao Zhang. "Inexact proximal stochastic second-order methods for nonconvex composite optimization". Optimization Methods and Software 35, n.º 4 (15 de enero de 2020): 808–35. http://dx.doi.org/10.1080/10556788.2020.1713128.
Texto completoAbdulle, Assyr, Gilles Vilmart y Konstantinos C. Zygalakis. "Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations". SIAM Journal on Scientific Computing 35, n.º 4 (enero de 2013): A1792—A1814. http://dx.doi.org/10.1137/12088954x.
Texto completoKomori, Yoshio y Kevin Burrage. "Weak second order S-ROCK methods for Stratonovich stochastic differential equations". Journal of Computational and Applied Mathematics 236, n.º 11 (mayo de 2012): 2895–908. http://dx.doi.org/10.1016/j.cam.2012.01.033.
Texto completoRathinasamy, Anandaraman, Davood Ahmadian y Priya Nair. "Second-order balanced stochastic Runge–Kutta methods with multi-dimensional studies". Journal of Computational and Applied Mathematics 377 (octubre de 2020): 112890. http://dx.doi.org/10.1016/j.cam.2020.112890.
Texto completoZhang, Jianling. "Multi-sample test based on bootstrap methods for second order stochastic dominance". Hacettepe Journal of Mathematics and Statistics 44, n.º 13 (11 de octubre de 2014): 1. http://dx.doi.org/10.15672/hjms.2014137464.
Texto completoKomori, Yoshio, David Cohen y Kevin Burrage. "Weak Second Order Explicit Exponential Runge--Kutta Methods for Stochastic Differential Equations". SIAM Journal on Scientific Computing 39, n.º 6 (enero de 2017): A2857—A2878. http://dx.doi.org/10.1137/15m1041341.
Texto completoKhodabin, M., K. Maleknejad, M. Rostami y M. Nouri. "Numerical solution of stochastic differential equations by second order Runge–Kutta methods". Mathematical and Computer Modelling 53, n.º 9-10 (mayo de 2011): 1910–20. http://dx.doi.org/10.1016/j.mcm.2011.01.018.
Texto completoYang, Jie, Weidong Zhao y Tao Zhou. "Explicit Deferred Correction Methods for Second-Order Forward Backward Stochastic Differential Equations". Journal of Scientific Computing 79, n.º 3 (3 de enero de 2019): 1409–32. http://dx.doi.org/10.1007/s10915-018-00896-w.
Texto completoAbukhaled, Marwan I. y Edward J. Allen. "EXPECTATION STABILITY OF SECOND-ORDER WEAK NUMERICAL METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS". Stochastic Analysis and Applications 20, n.º 4 (28 de agosto de 2002): 693–707. http://dx.doi.org/10.1081/sap-120006103.
Texto completoAlzalg, Baha. "Decomposition-based interior point methods for stochastic quadratic second-order cone programming". Applied Mathematics and Computation 249 (diciembre de 2014): 1–18. http://dx.doi.org/10.1016/j.amc.2014.10.015.
Texto completoCohen, David y Magdalena Sigg. "Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations". Numerische Mathematik 121, n.º 1 (13 de noviembre de 2011): 1–29. http://dx.doi.org/10.1007/s00211-011-0426-8.
Texto completoKomori, Yoshio y Kevin Burrage. "Supplement: Efficient weak second order stochastic Runge–Kutta methods for non-commutative Stratonovich stochastic differential equations". Journal of Computational and Applied Mathematics 235, n.º 17 (julio de 2011): 5326–29. http://dx.doi.org/10.1016/j.cam.2011.04.021.
Texto completoSabelfeld, Karl K., Dmitry Smirnov, Ivan Dimov y Venelin Todorov. "A global random walk on grid algorithm for second order elliptic equations". Monte Carlo Methods and Applications 27, n.º 4 (27 de octubre de 2021): 325–39. http://dx.doi.org/10.1515/mcma-2021-2097.
Texto completoXie, Chenghan, Chenxi Li, Chuwen Zhang, Qi Deng, Dongdong Ge y Yinyu Ye. "Trust Region Methods for Nonconvex Stochastic Optimization beyond Lipschitz Smoothness". Proceedings of the AAAI Conference on Artificial Intelligence 38, n.º 14 (24 de marzo de 2024): 16049–57. http://dx.doi.org/10.1609/aaai.v38i14.29537.
Texto completoTang, Xiao y Aiguo Xiao. "New explicit stabilized stochastic Runge-Kutta methods with weak second order for stiff Itô stochastic differential equations". Numerical Algorithms 82, n.º 2 (25 de octubre de 2018): 593–604. http://dx.doi.org/10.1007/s11075-018-0615-y.
Texto completoDentcheva, Darinka y Andrzej Ruszczyński. "Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints". Optimization 59, n.º 3 (abril de 2010): 323–38. http://dx.doi.org/10.1080/02331931003696350.
Texto completoTocino, A. "Mean-square stability of second-order Runge–Kutta methods for stochastic differential equations". Journal of Computational and Applied Mathematics 175, n.º 2 (marzo de 2005): 355–67. http://dx.doi.org/10.1016/j.cam.2004.05.019.
Texto completoAbukhaled, Marwan I. "Mean square stability of second-order weak numerical methods for stochastic differential equations". Applied Numerical Mathematics 48, n.º 2 (febrero de 2004): 127–34. http://dx.doi.org/10.1016/j.apnum.2003.10.006.
Texto completoGhilli, Daria. "Viscosity methods for large deviations estimates of multiscale stochastic processes". ESAIM: Control, Optimisation and Calculus of Variations 24, n.º 2 (26 de enero de 2018): 605–37. http://dx.doi.org/10.1051/cocv/2017051.
Texto completoYousefi, Hassan, Seyed Shahram Ghorashi y Timon Rabczuk. "Directly Simulation of Second Order Hyperbolic Systems in Second Order Form via the Regularization Concept". Communications in Computational Physics 20, n.º 1 (22 de junio de 2016): 86–135. http://dx.doi.org/10.4208/cicp.101214.011015a.
Texto completoITKIN, ANDREY. "HIGH ORDER SPLITTING METHODS FOR FORWARD PDEs AND PIDEs". International Journal of Theoretical and Applied Finance 18, n.º 05 (28 de julio de 2015): 1550031. http://dx.doi.org/10.1142/s0219024915500314.
Texto completoYousefi, Mahsa y Ángeles Martínez. "Deep Neural Networks Training by Stochastic Quasi-Newton Trust-Region Methods". Algorithms 16, n.º 10 (20 de octubre de 2023): 490. http://dx.doi.org/10.3390/a16100490.
Texto completoAbukhaled, M. I. y E. J. Allen. "A class of second-order Runge-Kutta methods for numerical solution of stochastic differential equations". Stochastic Analysis and Applications 16, n.º 6 (enero de 1998): 977–91. http://dx.doi.org/10.1080/07362999808809575.
Texto completoRudolf, Gábor y Andrzej Ruszczyński. "Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods". SIAM Journal on Optimization 19, n.º 3 (enero de 2008): 1326–43. http://dx.doi.org/10.1137/070702473.
Texto completoAhn, T. H. y A. Sandu. "Implicit Second Order Weak Taylor Tau-Leaping Methods for the Stochastic Simulation of Chemical Kinetics". Procedia Computer Science 4 (2011): 2297–306. http://dx.doi.org/10.1016/j.procs.2011.04.250.
Texto completoMeskarian, Rudabeh, Huifu Xu y Jörg Fliege. "Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization". European Journal of Operational Research 216, n.º 2 (enero de 2012): 376–85. http://dx.doi.org/10.1016/j.ejor.2011.07.044.
Texto completoLu, Lu, Yu Yuan, Heng Wang, Xing Zhao y Jianjie Zheng. "A New Second-Order Tristable Stochastic Resonance Method for Fault Diagnosis". Symmetry 11, n.º 8 (1 de agosto de 2019): 965. http://dx.doi.org/10.3390/sym11080965.
Texto completoPELLEGRINO, TOMMASO. "SECOND-ORDER STOCHASTIC VOLATILITY ASYMPTOTICS AND THE PRICING OF FOREIGN EXCHANGE DERIVATIVES". International Journal of Theoretical and Applied Finance 23, n.º 03 (mayo de 2020): 2050021. http://dx.doi.org/10.1142/s0219024920500211.
Texto completoRathinasamy, Anandaraman y Priya Nair. "Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems". Applied Mathematics and Computation 332 (septiembre de 2018): 276–303. http://dx.doi.org/10.1016/j.amc.2018.03.065.
Texto completoNamachchivaya, N. S. y Gerard Leng. "Equivalence of Stochastic Averaging and Stochastic Normal Forms". Journal of Applied Mechanics 57, n.º 4 (1 de diciembre de 1990): 1011–17. http://dx.doi.org/10.1115/1.2897619.
Texto completoZhou, Jingcheng, Wei Wei, Ruizhi Zhang y Zhiming Zheng. "Damped Newton Stochastic Gradient Descent Method for Neural Networks Training". Mathematics 9, n.º 13 (29 de junio de 2021): 1533. http://dx.doi.org/10.3390/math9131533.
Texto completoHuang, Xunpeng, Xianfeng Liang, Zhengyang Liu, Lei Li, Yue Yu y Yitan Li. "SPAN: A Stochastic Projected Approximate Newton Method". Proceedings of the AAAI Conference on Artificial Intelligence 34, n.º 02 (3 de abril de 2020): 1520–27. http://dx.doi.org/10.1609/aaai.v34i02.5511.
Texto completoLeimkuhler, B., C. Matthews y M. V. Tretyakov. "On the long-time integration of stochastic gradient systems". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 470, n.º 2170 (8 de octubre de 2014): 20140120. http://dx.doi.org/10.1098/rspa.2014.0120.
Texto completoRathinasamy, A. y K. Balachandran. "Mean-square stability of second-order Runge–Kutta methods for multi-dimensional linear stochastic differential systems". Journal of Computational and Applied Mathematics 219, n.º 1 (septiembre de 2008): 170–97. http://dx.doi.org/10.1016/j.cam.2007.07.019.
Texto completoTang, Xiao y Aiguo Xiao. "Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods". Advances in Computational Mathematics 45, n.º 2 (24 de octubre de 2018): 813–46. http://dx.doi.org/10.1007/s10444-018-9638-0.
Texto completoLiu, Yan, Maojun Zhang, Zhiwei Zhong y Xiangrong Zeng. "AdaCN: An Adaptive Cubic Newton Method for Nonconvex Stochastic Optimization". Computational Intelligence and Neuroscience 2021 (10 de noviembre de 2021): 1–11. http://dx.doi.org/10.1155/2021/5790608.
Texto completoTas, Oktay, Farshad Mirzazadeh Barijough y Umut Ugurlu. "A TEST OF SECOND-ORDER STOCHASTIC DOMINANCE WITH DIFFERENT WEIGHTING METHODS: EVIDENCE FROM BIST-30 and DJIA". Pressacademia 4, n.º 4 (23 de diciembre de 2015): 723. http://dx.doi.org/10.17261/pressacademia.2015414538.
Texto completoVilmart, Gilles. "Weak Second Order Multirevolution Composition Methods for Highly Oscillatory Stochastic Differential Equations with Additive or Multiplicative Noise". SIAM Journal on Scientific Computing 36, n.º 4 (enero de 2014): A1770—A1796. http://dx.doi.org/10.1137/130935331.
Texto completoDebrabant, Kristian y Andreas Rößler. "Families of efficient second order Runge–Kutta methods for the weak approximation of Itô stochastic differential equations". Applied Numerical Mathematics 59, n.º 3-4 (marzo de 2009): 582–94. http://dx.doi.org/10.1016/j.apnum.2008.03.012.
Texto completoLÜTKEBOHMERT, EVA y LYDIENNE MATCHIE. "VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES". International Journal of Theoretical and Applied Finance 17, n.º 01 (febrero de 2014): 1450004. http://dx.doi.org/10.1142/s0219024914500046.
Texto completoLuo, Zhijian y Yuntao Qian. "Stochastic sub-sampled Newton method with variance reduction". International Journal of Wavelets, Multiresolution and Information Processing 17, n.º 06 (noviembre de 2019): 1950041. http://dx.doi.org/10.1142/s0219691319500413.
Texto completoLamrhari, D., D. Sarsri y M. Rahmoune. "Component mode synthesis and stochastic perturbation method for dynamic analysis of large linear finite element with uncertain parameters". Journal of Mechanical Engineering and Sciences 14, n.º 2 (22 de junio de 2020): 6753–69. http://dx.doi.org/10.15282/jmes.14.2.2020.17.0529.
Texto completoGarcia-Montoya, Nina, Julienne Kabre, Jorge E. Macías-Díaz y Qin Sheng. "Second-Order Semi-Discretized Schemes for Solving Stochastic Quenching Models on Arbitrary Spatial Grids". Discrete Dynamics in Nature and Society 2021 (5 de mayo de 2021): 1–19. http://dx.doi.org/10.1155/2021/5530744.
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