Numerical integration of stochastic partial differential equations

Difference Methods for Initial-Value Problems

E. I., Robert D. Richtmyer, K. W. Morton · Mathematics of Computation · 1968 · 3.4K citations

Natural Sciences, Mathematics, Differential Equations +11

<i>Difference Methods for Initial-Value Problems</i>

Robert D. Richtmyer, E. H. Dill · Physics Today · 1959 · 3.2K citations · Full text

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Handbook of stochastic methods

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Andreas Greiner, Wolfram Strittmatter, Josef Honerkamp · Journal of Statistical Physics · 1988 · 213 citations

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Christopher W. Meyer, Guenter Ahlers, David S. Cannell · Physical Review A · 1991 · 77 citations

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