Runge-Kutta methods for stochastic differential-algebraic equations (Q5850874)
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scientific article; zbMATH DE number 5660542
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| English | Runge-Kutta methods for stochastic differential-algebraic equations |
scientific article; zbMATH DE number 5660542 |
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20 January 2010
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numerical examples
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differential-algebraic equations (DAEs)
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stochastic DAEs
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stochastic differential equations
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circuit simulation
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index
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complexity
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strong and weak convergence
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stochastic Runge-Kutta (SRK) methods
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colored rooted tree theory
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Wiener process
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order conditions
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convergence
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0.8771963119506836
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0.8673046827316284
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0.865690290927887
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0.8638349771499634
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