\(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(A\)-stability of Runge-Kutta methods for systems with additive noise |
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\(A\)-stability of Runge-Kutta methods for systems with additive noise (English)
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26 January 1993
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implicit methods
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stochastic differential equations
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stochastic stability
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Numerical stability
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Runge-Kutta methods
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\(A\)-stability
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stability regions
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optimal order of convergence
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