{"id":"https://openalex.org/W2094775049","doi":"https://doi.org/10.1007/s11075-012-9544-3","title":"A stepsize control algorithm for SDEs with small noise based on stochastic Runge\u2013Kutta Maruyama methods","display_name":"A stepsize control algorithm for SDEs with small noise based on stochastic Runge\u2013Kutta Maruyama methods","publication_year":2012,"publication_date":"2012-02-10","ids":{"openalex":"https://openalex.org/W2094775049","doi":"https://doi.org/10.1007/s11075-012-9544-3","mag":"2094775049"},"language":"en","primary_location":{"id":"doi:10.1007/s11075-012-9544-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-012-9544-3","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5091565591","display_name":"A. Valinejad","orcid":"https://orcid.org/0000-0002-8656-0628"},"institutions":[{"id":"https://openalex.org/I1516879","display_name":"Tarbiat Modares University","ror":"https://ror.org/03mwgfy56","country_code":"IR","type":"education","lineage":["https://openalex.org/I1516879"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"A. Valinejad","raw_affiliation_strings":["Department of Applied Mathematics, Tarbiat Modares University, P.O. Box 14115-175, Tehran, Iran","Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Tarbiat Modares University, P.O. Box 14115-175, Tehran, Iran","institution_ids":["https://openalex.org/I1516879"]},{"raw_affiliation_string":"Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran","institution_ids":["https://openalex.org/I1516879"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102003205","display_name":"S. Mohammad Hosseini","orcid":"https://orcid.org/0000-0002-1174-6196"},"institutions":[{"id":"https://openalex.org/I1516879","display_name":"Tarbiat Modares University","ror":"https://ror.org/03mwgfy56","country_code":"IR","type":"education","lineage":["https://openalex.org/I1516879"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"S. Mohammad Hosseini","raw_affiliation_strings":["Department of Applied Mathematics, Tarbiat Modares University, P.O. Box 14115-175, Tehran, Iran","Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Tarbiat Modares University, P.O. Box 14115-175, Tehran, Iran","institution_ids":["https://openalex.org/I1516879"]},{"raw_affiliation_string":"Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran","institution_ids":["https://openalex.org/I1516879"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5091565591"],"corresponding_institution_ids":["https://openalex.org/I1516879"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.1525,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.8387848,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"61","issue":"3","first_page":"479","last_page":"498"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9962999820709229,"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":0.9962999820709229,"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/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9819999933242798,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11187","display_name":"Nonlinear Dynamics and Pattern Formation","score":0.9587000012397766,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"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":0.7764039635658264},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7332268953323364},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6761128306388855},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.5974998474121094},{"id":"https://openalex.org/keywords/adaptive-stepsize","display_name":"Adaptive stepsize","score":0.5767128467559814},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5624278783798218},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5181607007980347},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5154464840888977},{"id":"https://openalex.org/keywords/numerical-integration","display_name":"Numerical integration","score":0.49622732400894165},{"id":"https://openalex.org/keywords/numerical-analysis","display_name":"Numerical analysis","score":0.4183780252933502},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3387463092803955},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.28986555337905884},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.22716650366783142},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.19831863045692444}],"concepts":[{"id":"https://openalex.org/C181582579","wikidata":"https://www.wikidata.org/wiki/Q725944","display_name":"Runge\u2013Kutta methods","level":3,"score":0.7764039635658264},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7332268953323364},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6761128306388855},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.5974998474121094},{"id":"https://openalex.org/C48077252","wikidata":"https://www.wikidata.org/wiki/Q4680766","display_name":"Adaptive stepsize","level":3,"score":0.5767128467559814},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5624278783798218},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5181607007980347},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5154464840888977},{"id":"https://openalex.org/C127349201","wikidata":"https://www.wikidata.org/wiki/Q753445","display_name":"Numerical integration","level":2,"score":0.49622732400894165},{"id":"https://openalex.org/C48753275","wikidata":"https://www.wikidata.org/wiki/Q11216","display_name":"Numerical analysis","level":2,"score":0.4183780252933502},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3387463092803955},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.28986555337905884},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.22716650366783142},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.19831863045692444},{"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/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11075-012-9544-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11075-012-9544-3","pdf_url":null,"source":{"id":"https://openalex.org/S117494069","display_name":"Numerical Algorithms","issn_l":"1017-1398","issn":["1017-1398","1572-9265"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Numerical Algorithms","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W9124626","https://openalex.org/W161929197","https://openalex.org/W1532533919","https://openalex.org/W1543750907","https://openalex.org/W1575104486","https://openalex.org/W1587029759","https://openalex.org/W1978298548","https://openalex.org/W1981312473","https://openalex.org/W1987253195","https://openalex.org/W1992080121","https://openalex.org/W2012807858","https://openalex.org/W2019795760","https://openalex.org/W2021426723","https://openalex.org/W2024159878","https://openalex.org/W2029755553","https://openalex.org/W2032748090","https://openalex.org/W2033608413","https://openalex.org/W2050959157","https://openalex.org/W2054028274","https://openalex.org/W2064362425","https://openalex.org/W2076005322","https://openalex.org/W2084828851","https://openalex.org/W2099579103","https://openalex.org/W2107995041","https://openalex.org/W2124633501","https://openalex.org/W2131821335","https://openalex.org/W2142885234","https://openalex.org/W2147351090","https://openalex.org/W2162051763","https://openalex.org/W2484971506","https://openalex.org/W3141151088","https://openalex.org/W3209416867","https://openalex.org/W4231021340","https://openalex.org/W4255754126","https://openalex.org/W4294990616"],"related_works":["https://openalex.org/W4316143821","https://openalex.org/W2005670812","https://openalex.org/W3017026185","https://openalex.org/W2755017904","https://openalex.org/W2003784581","https://openalex.org/W2589540362","https://openalex.org/W2057929496","https://openalex.org/W2094775049","https://openalex.org/W3105847064","https://openalex.org/W2071562924"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
