scientific article; zbMATH DE number 7594708

DOI10.12286/JSSX.J2020-0748MaRDI QIDQ5038019

Yanyan Yu, Xinjie Dai, Ai-Guo Xiao

Publication date: 29 September 2022

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

zbMATH Keywords

stabilityconvergencecanonical Euler-Maruyama splitting methodnon-autonomous stiff stochastic differential equation

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Uses Software

• RODAS

Cites Work

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• Approximate Integration of Stochastic Differential Equations
• THE NUMERICAL SOLUTION OF NONLINEAR STOCHASTIC DYNAMICAL SYSTEMS: A BRIEF INTRODUCTION
• Balanced Implicit Methods for Stiff Stochastic Systems
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• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Balanced Milstein Methods for Ordinary SDEs
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• Topology
• The composite Euler method for stiff stochastic differential equations
• Implicit Taylor methods for stiff stochastic differential equations

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