Stochastic Runge–Kutta Schemes for Discretization of Hysteretic Models

DOI10.1007/978-3-642-32419-2_22zbMath1407.65018OpenAlexW205532479MaRDI QIDQ4644987

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Publication date: 9 January 2019

Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_22

zbMATH Keywords

discretizationstochastic differential equationsGaussian white noiseearthquakestochastic Runge-Kutta schemeshysteretic models

Mathematics Subject Classification ID

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)

Cites Work

• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
• Weak Second Order Conditions for Stochastic Runge--Kutta Methods

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