Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s10543-013-0419-3 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10543-013-0419-3 / rank | |||
Normal rank | |||
Revision as of 00:30, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations |
scientific article |
Statements
Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (English)
0 references
24 September 2013
0 references
explicit method
0 references
Itô stochastic differential equation
0 references
mean square stability
0 references
numerical examples
0 references
stochastic Runge-Kutta methods
0 references
weak second-order methods
0 references
0 references
0 references
0 references
0 references
0 references
