Publication:2905678

zbMath1246.65011MaRDI QIDQ2905678

J. C. Jimenez, F. Carbonell, R. J. Biscay

Publication date: 28 August 2012

zbMATH Keywords

numerical methods; stochastic differential equations; Lyapunov exponents; QR-decomposition

Mathematics Subject Classification ID

34D08: Characteristic and Lyapunov exponents of ordinary differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

37M25: Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.)

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