Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (Q369398): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / Mathematics Subject Classification ID: 65L20 / rank | |||
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| Property / zbMATH DE Number: 6210968 / rank | |||
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explicit method | |||
| Property / zbMATH Keywords: explicit method / rank | |||
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Itô stochastic differential equation | |||
| Property / zbMATH Keywords: Itô stochastic differential equation / rank | |||
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mean square stability | |||
| Property / zbMATH Keywords: mean square stability / rank | |||
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numerical examples | |||
| Property / zbMATH Keywords: numerical examples / rank | |||
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stochastic Runge-Kutta methods | |||
| Property / zbMATH Keywords: stochastic Runge-Kutta methods / rank | |||
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weak second-order methods | |||
| Property / zbMATH Keywords: weak second-order methods / rank | |||
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Revision as of 12:26, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations |
scientific article |
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Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations (English)
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24 September 2013
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explicit method
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Itô stochastic differential equation
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mean square stability
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numerical examples
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stochastic Runge-Kutta methods
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weak second-order methods
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