B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (Q5305927): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q438710 |
||
| Property / author | |||
| Property / author: Anne Kværnø / rank | |||
Revision as of 19:35, 14 February 2024
scientific article; zbMATH DE number 5686545
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
Statements
B–Series Analysis of Stochastic Runge–Kutta Methods That Use an Iterative Scheme to Compute Their Internal Stage Values (English)
0 references
24 March 2010
0 references
stochastic Runge-Kutta method
0 references
composite method
0 references
stochastic differential equation
0 references
iterative scheme
0 references
order
0 references
internal stage values
0 references
Newton's method
0 references
weak approximation
0 references
strong approximation
0 references
growth functions
0 references
stochastic B-series
0 references
