Background
High-order local linearization method
Local linearization scheme
LL methods for ODEs
Local linear discretization
High-order local linear discretizations
Local linearization schemes
Computing integrals involving matrix exponential
Order-2 LL schemes
Order-3 LL-Taylor schemes
Order-4 LL-RK schemes
Locally linearized Runge–Kutta scheme of Dormand and Prince
Stability and dynamics
LL methods for DDEs
Order-2 polynomial LL schemes
LL methods for RDEs
Local Linear discretization
LL schemes
Strong LL methods for SDEs
Order 1 SLL schemes
Order 1.5 SLL schemes
Order 2 SLL-Taylor schemes
Order 2 SLL-RK schemes
Weak LL methods for SDEs
Local Linearization schemes
Order 1 WLL scheme
Order 2 WLL scheme
Historical notes
References