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Numerical integration of stochastic differential equations: weak second-order mid-point scheme for application in the composition PDF method

Numerical AnalysisComposition Pdf MethodNumerical ComputationEngineeringNumerical IntegrationNatural SciencesSemi-implicit MethodNumerical SimulationStochastic CalculusStochastic Differential EquationApproximation TheoryStochastic Differential EquationsNumerical Method For Partial Differential EquationMultiscale Modeling