Numerical stability of Heun's method for nonlinear stochastic delay differential equations (Q3109095)
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scientific article; zbMATH DE number 6001677
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| English | Numerical stability of Heun's method for nonlinear stochastic delay differential equations |
scientific article; zbMATH DE number 6001677 |
Statements
27 January 2012
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stochastic delay differential equations
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Heun's method
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interpolation
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exponential mean-square stability
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MS-stability
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GMS-stability
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numerical examples
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0.9129198789596558
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0.907637357711792
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0.9074933528900146
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0.8779351711273193
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