Exponential integrators represent an innovative class of numerical methods designed to address the challenges posed by stiff differential equations. By incorporating the matrix exponential to treat ...
The well-established forecasting methods of exponential smoothing rely on the “optimal” estimation of parameters if they are to perform well. A grid search procedure to minimise the MSE is often used ...
This paper represents a generalization of the stability result on the Euler-Maruyama solution, which is established in the paper M. Milošević, Almost sure exponential stability of solutions to highly ...