{"id":"https://openalex.org/W2000130438","doi":"https://doi.org/10.1016/j.cam.2012.10.026","title":"Strong first order S-ROCK methods for stochastic differential equations","display_name":"Strong first order S-ROCK methods for stochastic differential equations","publication_year":2012,"publication_date":"2012-11-01","ids":{"openalex":"https://openalex.org/W2000130438","doi":"https://doi.org/10.1016/j.cam.2012.10.026","mag":"2000130438"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.cam.2012.10.026","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://kyutech.repo.nii.ac.jp/record/4050/files/csse-39.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5058011277","display_name":"Yoshio Komori","orcid":"https://orcid.org/0000-0002-2334-6843"},"institutions":[{"id":"https://openalex.org/I207014233","display_name":"Kyushu Institute of Technology","ror":"https://ror.org/02278tr80","country_code":"JP","type":"education","lineage":["https://openalex.org/I207014233"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Yoshio Komori","raw_affiliation_strings":["Department of Systems Design and Informatics, Kyushu Institute of Technology, Iizuka 820-8502, Japan"],"affiliations":[{"raw_affiliation_string":"Department of Systems Design and Informatics, Kyushu Institute of Technology, Iizuka 820-8502, Japan","institution_ids":["https://openalex.org/I207014233"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003330950","display_name":"Kevin Burrage","orcid":"https://orcid.org/0000-0002-8111-1137"},"institutions":[{"id":"https://openalex.org/I160993911","display_name":"Queensland University of Technology","ror":"https://ror.org/03pnv4752","country_code":"AU","type":"education","lineage":["https://openalex.org/I160993911"]},{"id":"https://openalex.org/I40120149","display_name":"University of Oxford","ror":"https://ror.org/052gg0110","country_code":"GB","type":"education","lineage":["https://openalex.org/I40120149"]}],"countries":["AU","GB"],"is_corresponding":false,"raw_author_name":"Kevin Burrage","raw_affiliation_strings":["Department of Computer Science, University of Oxford, Wolfson Building, Parks Road, Oxford, OX1 3QD, UK","Discipline of Mathematics, Queensland University of Technology, Brisbane, QLD 4001, Australia"],"affiliations":[{"raw_affiliation_string":"Discipline of Mathematics, Queensland University of Technology, Brisbane, QLD 4001, Australia","institution_ids":["https://openalex.org/I160993911"]},{"raw_affiliation_string":"Department of Computer Science, University of Oxford, Wolfson Building, Parks Road, Oxford, OX1 3QD, UK","institution_ids":["https://openalex.org/I40120149"]}]}],"institution_assertions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5058011277"],"corresponding_institution_ids":["https://openalex.org/I207014233"],"apc_list":{"value":3040,"currency":"USD","value_usd":3040,"provenance":"doaj"},"apc_paid":null,"fwci":2.092,"has_fulltext":true,"fulltext_origin":"pdf","cited_by_count":18,"citation_normalized_percentile":{"value":0.906635,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":90},"biblio":{"volume":"242","issue":null,"first_page":"261","last_page":"274"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.998,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.998,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11416","display_name":"Numerical methods for differential equations","score":0.9928,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10466","display_name":"Meteorological Phenomena and Simulations","score":0.9807,"subfield":{"id":"https://openalex.org/subfields/1902","display_name":"Atmospheric Science"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/runge\u2013kutta-methods","display_name":"Runge\u2013Kutta methods","score":0.56800985},{"id":"https://openalex.org/keywords/derivative","display_name":"Derivative (finance)","score":0.41609234}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7676878},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.5846705},{"id":"https://openalex.org/C181582579","wikidata":"https://www.wikidata.org/wiki/Q725944","display_name":"Runge\u2013Kutta methods","level":3,"score":0.56800985},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5509516},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.51692957},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.51229036},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.49914718},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.46822187},{"id":"https://openalex.org/C41608201","wikidata":"https://www.wikidata.org/wiki/Q980509","display_name":"Embedding","level":2,"score":0.43705022},{"id":"https://openalex.org/C183778304","wikidata":"https://www.wikidata.org/wiki/Q165474","display_name":"Commutative property","level":2,"score":0.42348248},{"id":"https://openalex.org/C111771559","wikidata":"https://www.wikidata.org/wiki/Q66295","display_name":"Derivative (finance)","level":2,"score":0.41609234},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.3819521},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.37555438},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.31005344},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.22988215},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.21526149},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.14194381},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.cam.2012.10.026","pdf_url":null,"source":{"id":"https://openalex.org/S165473669","display_name":"Journal of Computational and Applied Mathematics","issn_l":"0377-0427","issn":["0377-0427","1879-1778"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://kyutech.repo.nii.ac.jp/record/4050/files/csse-39.pdf","pdf_url":"https://kyutech.repo.nii.ac.jp/record/4050/files/csse-39.pdf","source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},{"is_oa":true,"landing_page_url":"https://kyutech.repo.nii.ac.jp/record/4658/files/JCAP242_261.pdf","pdf_url":"https://kyutech.repo.nii.ac.jp/record/4658/files/JCAP242_261.pdf","source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false}],"best_oa_location":{"is_oa":true,"landing_page_url":"https://kyutech.repo.nii.ac.jp/record/4050/files/csse-39.pdf","pdf_url":"https://kyutech.repo.nii.ac.jp/record/4050/files/csse-39.pdf","source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false},"sustainable_development_goals":[],"grants":[],"datasets":[],"versions":[],"referenced_works_count":25,"referenced_works":["https://openalex.org/W1543750907","https://openalex.org/W1575104486","https://openalex.org/W1773817993","https://openalex.org/W1971274873","https://openalex.org/W1978024676","https://openalex.org/W1978298548","https://openalex.org/W1983097489","https://openalex.org/W2030456910","https://openalex.org/W2043577075","https://openalex.org/W2044754822","https://openalex.org/W2045105195","https://openalex.org/W2056854811","https://openalex.org/W2076082225","https://openalex.org/W2082618321","https://openalex.org/W2083153126","https://openalex.org/W2090858114","https://openalex.org/W2094680618","https://openalex.org/W2105028971","https://openalex.org/W2160619958","https://openalex.org/W2799664482","https://openalex.org/W4231021340","https://openalex.org/W4239868095","https://openalex.org/W4285719527","https://openalex.org/W4300831640","https://openalex.org/W9616141"],"related_works":["https://openalex.org/W4213270568","https://openalex.org/W4206768127","https://openalex.org/W3178131028","https://openalex.org/W3016323796","https://openalex.org/W2474709654","https://openalex.org/W2440082619","https://openalex.org/W2399970821","https://openalex.org/W2243194968","https://openalex.org/W2011680735","https://openalex.org/W1578827532"],"abstract_inverted_index":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2000130438","counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1}],"updated_date":"2024-12-09T15:01:31.340598","created_date":"2016-06-24"}