B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (Q5305927): Difference between revisions
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Revision as of 19:35, 14 February 2024
scientific article; zbMATH DE number 5686545
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English | B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values |
scientific article; zbMATH DE number 5686545 |
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B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (English)
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24 March 2010
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stochastic Runge-Kutta method
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composite method
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stochastic differential equation
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iterative scheme
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order
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internal stage values
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Newton's method
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weak approximation
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strong approximation
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growth functions
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stochastic B-series
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