Stable integration of stiff random ordinary differential equations (Q4916958)

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scientific article; zbMATH DE number 6158354
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    Stable integration of stiff random ordinary differential equations
    scientific article; zbMATH DE number 6158354

      Statements

      Stable Integration of Stiff Random Ordinary Differential Equations (English)
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      26 April 2013
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      B-stability
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      explicit and implicit averaged Euler schemes
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      implicit averaged midpoint schemes
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      one-step numerical schemes
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      pathwise convergence
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      random ordinary differential equations
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