Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922)

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scientific article; zbMATH DE number 6474624
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    Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise
    scientific article; zbMATH DE number 6474624

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      Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (English)
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      21 August 2015
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      stochastic differential-algebraic equation
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      stochastic Runge-Kutta method
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      classification
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      mean-square stability
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      \(A\)-stability
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