Stable Integration of Stiff Random Ordinary Differential Equations (Q4916958): Difference between revisions

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Revision as of 22:17, 19 March 2024

scientific article; zbMATH DE number 6158354
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English
Stable Integration of Stiff Random Ordinary Differential Equations
scientific article; zbMATH DE number 6158354

    Statements

    Stable Integration of Stiff Random Ordinary Differential Equations (English)
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    26 April 2013
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    B-stability
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    explicit and implicit averaged Euler schemes
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    implicit averaged midpoint schemes
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    one-step numerical schemes
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    pathwise convergence
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    random ordinary differential equations
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