MS-stability of nonnormal stochastic differential systems

DOI10.1016/J.CAM.2020.112950OpenAlexW3018246475MaRDI QIDQ2184023

M. J. Senosiain, Alicia Tocino

Publication date: 27 May 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.112950

zbMATH Keywords

numerical methodMS-stabilitystochastic differential systemsnonnormalitylinear test systemstochastic theta methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

A survey of mean-square destabilization of multidimensional linear stochastic differential systems with non-normal drift ⋮ Destabilising nonnormal stochastic differential equations

Uses Software

• Eigtool

Cites Work

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