scientific article; zbMATH DE number 2065128

zbMath1045.65008MaRDI QIDQ4459791

Werner Römisch, Renate Winkler

Publication date: 18 May 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical examplesstrong solutionsGaussian white noisestep size controlEuler schemeone-step methodsMilstein schemestrapezoidal schemedrift-implicit schemeselectrical network equationStochastic differential-algebraic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Analytic circuit theory (94C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for differential-algebraic equations (65L80) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

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