An adaptive algorithm for solving stochastic multi-point boundary value problems

DOI10.1007/S11075-016-0189-5MaRDI QIDQ6826744zbMATH OpenFDO

Authors Ali Foroush Bastani, Davood Damircheli

Publication date 12 April 2017

Published in Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

operator splittingconvergencenumerical examplesstochastic differential equationsadaptive time-steppingmulti-point boundary value problemsmultiple-shooting method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlocal and multipoint boundary value problems for ordinary differential equations (34B10) Linear first-order PDEs (35F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)

This page was built for publication: An adaptive algorithm for solving stochastic multi-point boundary value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6826744)