Adams-type methods for the numerical solution of stochastic ordinary differential equations (Q1587308)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1533017
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Adams-type methods for the numerical solution of stochastic ordinary differential equations |
scientific article; zbMATH DE number 1533017 |
Statements
Adams-type methods for the numerical solution of stochastic ordinary differential equations (English)
0 references
3 July 2001
0 references
Numerical methods analogous to the Adams predictor-corrector methods for approximating the solution of ordinary differential equations are delineated for Stratonovich stochastic ordinary differential equations. The strong order of convergence of these methods is established. Tables listing error results for different stepsizes when numerically approximating the solutions of three examples are given to demonstrate the effectiveness of these methods.
0 references
numerical examples
0 references
error bounds
0 references
Adams predictor-corrector methods
0 references
Stratonovich stochastic ordinary differential equations
0 references
convergence
0 references
0.8367847204208374
0 references
0.8275526165962219
0 references
0.8208027482032776
0 references
