scientific article; zbMATH DE number 6616585

zbMATH Open1347.65011MaRDI QIDQ3186754FDOQ3186754

Authors: Jian Deng 

Publication date: 12 August 2016

Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume-13-2016/No-1-16/2016-01-01.pdf

Title of this publication is not available (Why is that?)

Recommendations

• Backward error analysis for perturbation methods
• Backward error analysis for multistep methods
• An error corrected split Euler-Maruyama method
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
• Backward Error Analysis for Numerical Integrators
• The backward Euler anisotropic a posteriori error analysis for parabolic integro-differential equations
• Strong convergence for Euler-Maruyama and Milstein schemes with asymptotic method
• Backward error analysis for variational discretisations of PDEs
• Backward error analysis for some quadratic eigenvalue problems
• A note on the backward error analysis for eigenvalue problems

zbMATH Keywords

strong convergencebackward error analysismodified equationsstochastic numerical integrator

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (4)

• Modified equations for stochastic differential equations
• Weak backward error analysis for SDEs
• Backward error analysis for multistep methods
• Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3186754)