The local linearization method for numerical integration of random differential equations
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Publication:2568632
DOI10.1007/S10543-005-2645-9zbMATH Open1081.65013OpenAlexW2008066337MaRDI QIDQ2568632FDOQ2568632
Authors: Felix Carbonell, Juan Carlos Jimenez, H. de la Cruz, Rolando Biscay 
Publication date: 18 October 2005
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-005-2645-9
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Cited In (21)
- Pathwise convergent higher order numerical schemes for random ordinary differential equations
- Efficient computation of phi-functions in exponential integrators
- An explicit numerical scheme for the computer simulation of the stochastic transport equation
- Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space-time noise
- Pathwise Taylor schemes for random ordinary differential equations
- Integrable discretization of linear and logistic equations under random intervals with higher-order accuracy
- A higher order local linearization method for solving ordinary differential equations
- On local linearization method for stochastic differential equations driven by fractional Brownian motion
- Stable integration of stiff random ordinary differential equations
- Simulation of stochastic differential equations through the local linearization method. A comparative study
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise
- Title not available (Why is that?)
- Construction and study of local linearization adaptive codes for ordinary differential equations
- Realistically Coupled Neural Mass Models Can Generate EEG Rhythms
- Numerical simulation of nonlinear dynamical systems driven by commutative noise
- Rate of convergence of local linearization schemes for random differential equations
- Rate of convergence of local linearization schemes for initial-value problems
- Higher order weak linearizations of stochastically driven nonlinear oscillators
- Locally linearized methods for the simulation of stochastic oscillators driven by random forces
- Multiple shooting-local linearization method for the identification of dynamical systems
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
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