{"entities":{"Q1946154":{"pageid":1956896,"ns":120,"title":"Item:Q1946154","lastrevid":69832998,"modified":"2026-04-13T10:39:15Z","type":"item","id":"Q1946154","labels":{"en":{"language":"en","value":"Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6155404"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1946154$39FA09F6-76AD-4767-A736-63B94601E8DF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3b9d2be738aecc21d49c7cff5988d68d61f31300","datavalue":{"value":{"text":"Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1946154$320ED137-5CC5-441C-BCFC-D053855EF62E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"26ac1168d59dfe25aaf9221684cb7d65649eb843","datavalue":{"value":"1270.65004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$FD14DF26-8A49-4B3B-A483-95F0E1CC0B75","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"cc45e6b9322bed7360e4aac2a42f8c73614b44f3","datavalue":{"value":{"entity-type":"item","numeric-id":1787138,"id":"Q1787138"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1946154$0771D06D-3200-4686-AFBC-5525632B8250","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a2b36e7242e7992e58f1bd7860d01eb8947aeba5","datavalue":{"value":{"entity-type":"item","numeric-id":168308,"id":"Q168308"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1946154$53B410A0-E6D2-4335-BC4F-79CEF21A966B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bc7e66db6101b78e3ea7c15b1ab0503a867fd99a","datavalue":{"value":{"time":"+2013-04-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1946154$580464F9-5707-4CF6-8355-9D0EC22AE662","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"d81aa1ec1097bbb71f0ddbb38b6eb82c2f6f4cb4","datavalue":{"value":"Mean square (MS) stability of semi-implicit weak order 2.0 Taylor schemes, called \\((\\theta,\\beta)\\) methods, for solving scalar It\u00f4 stochastic differential equations (SDE) of the form  \\[ dX_t= a(t,X_t)\\,dt+ b(t, X_t)\\,dW_t,\\quad X_{t_0}= c, \\]  is studied. Relationships between the domain of stability of the SDE and that of \\((\\theta,\\beta)\\) methods approximating it are derived. Results of numerical experiments on the test SDE \\(dX+t=\\lambda X_t dt+\\mu X_t dW_t\\) are presented that show that the predicted stability behavior occurs. For \\(0\\leq\\beta\\leq 1\\), a condition on the stepsize is established as necessary and sufficient for MS stability of the \\(({1\\over 2},\\beta)\\) scheme when the SDE being approximated is MS stable.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$BCE43E05-C70F-418D-94C7-C9CC5B529C26","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"52d550137ef2aa5d9737ff164f6a8e6e118f84bc","datavalue":{"value":"65C30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$D3313852-B8B0-4438-9366-EA625236152E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$ADB7883C-85BD-45DA-BF69-FC60BAF5918E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9375df1cefbb35e9d725c7f8a9310966359d35cc","datavalue":{"value":"60H35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$1F31E7C9-F092-4A7A-98F1-3E77E5FAF4DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"70f2a8583021792bf589c1c3fea9b6472f3c0d18","datavalue":{"value":"34F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$FDE7A903-5DA7-4419-9206-ADD46289CF91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"69f21eeec1d5d81c352808fec6291cff90b7a7e3","datavalue":{"value":"65L04","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$92D5C0B4-D355-479D-927C-D89266381EC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"df022de2ae2f5fed358cd03ae4667aa1d27a99a0","datavalue":{"value":"65L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$0D05244E-6CAA-491A-9C3F-723ED3E7C662","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"551bafec6f2ca8051d66e4ee30a7efcbca127349","datavalue":{"value":"6155404","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$AD56FB7E-1673-4AAE-806A-1A8937C51250","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e8f7924daea122778f1e5b6d69242433b867b881","datavalue":{"value":"stochastic Taylor scheme","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$A04CFA7A-D91C-4D38-9E51-85FE85D8883B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"35fbe788020cca376376e1ac96af1534dd8b31fa","datavalue":{"value":"weak approximations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$EF7BAA08-B20B-46FE-8F91-6965CBDBD001","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a91984804fdd6fabb27315882d0784c8fae74592","datavalue":{"value":"stiff stochastic differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$F400376E-0FB6-4A3A-B3AA-8D6A796663F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cae7e3a0c0978560a3895deb4862e385e547e2d4","datavalue":{"value":"semi-implicit schemes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$95581885-EC41-4250-983B-790722414A29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f76d5cb6636db78ada64d1909e8180290546be03","datavalue":{"value":"mean-square stability","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$B886BF51-79D1-4764-A3E7-DC3C9E161C92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4a5ad9ff03b17c8457e1ed84ec13768350695ce6","datavalue":{"value":"numerical experiments","type":"string"},"datatype":"string"},"type":"statement","id":"Q1946154$6B4F9410-43BC-4283-B993-E2E6D6D6D59B","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"80fa6170a00c5d388bc23a4a943f97d41a67e4b8","datavalue":{"value":{"entity-type":"item","numeric-id":590513,"id":"Q590513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1946154$888469AE-9CC0-467D-8826-0F0503912E93","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1946154$703A69FF-23EE-41E3-8376-C3E23DF403B5","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a4654dfc94a0cc79570ad0990ed71fe112eb5cbc","datavalue":{"value":"https://doi.org/10.1016/j.apnum.2013.01.004","type":"string"},"datatype":"url"},"type":"statement","id":"Q1946154$4645D829-DC5F-431E-81BC-97BC660FD3CB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a32c663dd8bb3c4b88746c9a2ddcee3a176b8ea7","datavalue":{"value":"W1989423059","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$4D632875-E501-4B3D-A117-9EA2E6828A16","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"6caf39d3e88ca79449a0a222454d9ba20c77256f","datavalue":{"value":"10.1016/J.APNUM.2013.01.004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1946154$6C4448A3-A016-48D8-95BB-1046A1B9C135","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7f554c1449c655dd5c23379c22bdce1c5ccee347","datavalue":{"value":{"entity-type":"item","numeric-id":268307,"id":"Q268307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"582164b21e222f872b38377939c4844828e89118","datavalue":{"value":{"amount":"+0.934823513031006","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1946154$8DDFE0E1-4E2B-49CB-BE59-CD26EC9E2C43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"10315dfa56292da2686e104a875452e819730265","datavalue":{"value":{"entity-type":"item","numeric-id":654123,"id":"Q654123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f5d37ba716f88c13411f09a3a294f97d20470549","datavalue":{"value":{"amount":"+0.851548433303833","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1946154$F2C7839F-BD97-4DB9-94C2-109B091BCB02","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6d97ec0bc467477f5ab85ad81bab81e2b9faee22","datavalue":{"value":{"entity-type":"item","numeric-id":5939898,"id":"Q5939898"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93ce45b3ff89656442b01c379f1fc6994c57fb5a","datavalue":{"value":{"amount":"+0.8358650803565979","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1946154$B4A8863C-6748-4FB4-A876-C6C75AD3EF3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d29cb660baa216026dfaef02d0e4ffc4f0a43c3e","datavalue":{"value":{"entity-type":"item","numeric-id":5318565,"id":"Q5318565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2581b2eb1d1522d3087020033357b272a3efd4ae","datavalue":{"value":{"amount":"+0.8347138166427612","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1946154$8404728F-BEE4-4FF5-86C0-4D97F0EBEE14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"600d96b83d513d9aa1d311c5b35efec22d24bbf0","datavalue":{"value":{"entity-type":"item","numeric-id":5284621,"id":"Q5284621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1d5b478c9cd609c971cb486c96ec8757a9419637","datavalue":{"value":{"amount":"+0.8109109997749329","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1946154$2539E96F-4A5F-4F34-BF35-C1B33246BADD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations","badges":[]}}}}}