Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems
DOI10.1016/J.AMC.2015.04.038zbMATH Open1410.65008OpenAlexW345672321WikidataQ115361349 ScholiaQ115361349MaRDI QIDQ1663560FDOQ1663560
Publication date: 21 August 2018
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.038
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mean square convergencestochastic differential equationsneutral stochastic functional differential equationssuperlinear convergencewaveform relaxation methods
Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cited In (5)
- Convergence analysis of waveform relaxation methods for neutral differential-functional systems
- The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations
- Convergence of waveform relaxation methods for neutral delay differential equations
- Symplectic waveform relaxation methods for Hamiltonian systems
- Convergence of discrete time waveform relaxation methods
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