Rate of convergence of local linearization schemes for random differential equations (Q2391028)
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| Language | Label | Description | Also known as |
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| English | Rate of convergence of local linearization schemes for random differential equations |
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Rate of convergence of local linearization schemes for random differential equations (English)
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24 July 2009
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A theorem is proved that establishes an upper bound on the rate of convergence of local linearization schemes for approximating the solution of a random differential equation. The theorem is then applied to get upper bounds on the rate of convergence of schemes based on Padé approximation and on Krylov-Padé approximation.
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upper bound
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rate of convergence
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local linearization schemes
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random differential equation
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Padé approximation
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Krylov-Padé approximation
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