SOR waveform relaxation methods for stochastic differential equations (Q2434800): Difference between revisions
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Latest revision as of 23:45, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOR waveform relaxation methods for stochastic differential equations |
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SOR waveform relaxation methods for stochastic differential equations (English)
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31 January 2014
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This paper investigates the acceleration of the Gauss-Seidel waveform relaxation method for stochastic differential equations by means of successive over relaxation (SOR) techniques.
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waveform relaxation
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successive overrelaxation
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linear convergence
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linear stochastic differential equations
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Euler method
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