Stable Integration of Stiff Random Ordinary Differential Equations (Q4916958)
From MaRDI portal
scientific article; zbMATH DE number 6158354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable Integration of Stiff Random Ordinary Differential Equations |
scientific article; zbMATH DE number 6158354 |
Statements
Stable Integration of Stiff Random Ordinary Differential Equations (English)
0 references
26 April 2013
0 references
B-stability
0 references
explicit and implicit averaged Euler schemes
0 references
implicit averaged midpoint schemes
0 references
one-step numerical schemes
0 references
pathwise convergence
0 references
random ordinary differential equations
0 references
